Ratings & Risk for Neuberger Berman Socially Resp Inv (NBSRX)

Morningstar Category: Large Blend
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average Average
    		514
    5-Year Average Average
    		442
    10-Year Above Average Average
    		300
    Overall Average Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 19.87 -0.39 -0.36
    5-Year 16.57 0.19 -0.04
    10-Year 16.12 0.32 0.06
    15-Year 15.88 0.72 0.31
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 92.11 0.91 -0.27
    3-Year 93.43 0.98 0.52
    5-Year 91.33 0.99 0.66
    10-Year 88.86 0.94 3.33

    S&P 500 TR

    Trailing data as of 10/31/2009