Ratings & Risk for Nomura Partners The Japan S (SJPNX)

Morningstar Category: Japan Stock
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average Average
    		13
    5-Year Above Average Average
    		11
    10-Year Above Average Average
    		9
    Overall Above 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 20.65 -0.69 -0.52
    5-Year 19.16 0.06 -0.12
    10-Year 21.22 -0.04 -0.16
    15-Year 21.82 0.28 -0.01
    20-Year 22.83 0.33 0.00
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 82.81 0.84 -7.93
    3-Year 82.01 0.78 -6.96
    5-Year 72.98 0.82 -5.52
    10-Year 52.94 0.86 -4.01

    MSCI EAFE NR USD

    Trailing data as of 10/31/2009