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NBISX: Neuberger Berman International Inv (MUTUAL FUND)
Basic Info
Asset Class: | Foreign Large Blend |
MyPlanIQ Rating: |
Not Rated
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Start Date: | 06/20/1996 |
Last Dividend Date: | 12/14/2012 |
12-Mo. Yield | 1.13% |
Expenses | 1.40% |
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Performance Analytics (As of 01/28/2013)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 06/20/1996 |
2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.7 | 15.1 | 9.3 | 0.8 | 11.2 | 6.4 | 7.0 | 2.3 | 18.4 | -11.3 | 17.7 | 35.8 | -45.7 | 2.5 | 25.2 | 23.9 | 30.3 | 43.3 | -12.4 | -18.0 | -24.6 | 65.9 | 2.4 | 11.2 | 8.6 |
Sharpe Ratio | NA | 1.09 | 0.48 | 0.02 | 0.5 | NA | 0.14 | 4.57 | 1.3 | -0.47 | 0.97 | 1.49 | -1.28 | -0.03 | 1.5 | 2.09 | 2.5 | 3.85 | -0.83 | -1.43 | -1.37 | 3.7 | -0.04 | -3.51 | 1.63 |
Draw Down(%) | NA | 13.7 | 24.7 | 57.3 | 60.8 | NA | 60.8 | 1.3 | 13.7 | 24.7 | 14.5 | 21.9 | 55.1 | 14.7 | 18.3 | 8.5 | 7.8 | 12.2 | 25.5 | 27.4 | 36.1 | 7.3 | 37.9 | 12.6 | 6.5 |
Standard Deviation(%) | NA | 13.8 | 19.2 | 24.6 | 20.0 | NA | 18.7 | 8.3 | 14.3 | 24.0 | 18.2 | 24.0 | 36.2 | 17.4 | 14.7 | 10.4 | 11.8 | 11.1 | 16.3 | 14.5 | 20.8 | 16.9 | 21.9 | 12.5 | 8.2 |
Treynor Ratio | NA | 0.19 | 0.11 | 0.01 | 0.12 | NA | 0.03 | 0.56 | 0.23 | -0.13 | 0.22 | 0.44 | -0.56 | -0.01 | 0.23 | 0.28 | 0.41 | 0.64 | -0.18 | -0.27 | -0.24 | 0.58 | -0.01 | -0.67 | 0.17 |
Alpha | NA | 0.01 | 0.0 | -0.03 | -0.01 | NA | 0.0 | 0.0 | 0.01 | 0.0 | 0.03 | 0.03 | -0.07 | -0.03 | 0.01 | 0.04 | 0.05 | 0.06 | -0.01 | -0.01 | -0.03 | 0.1 | -0.05 | -0.05 | 0.04 |
Beta | NA | 0.81 | 0.83 | 0.83 | 0.83 | NA | 0.84 | 0.67 | 0.82 | 0.85 | 0.82 | 0.8 | 0.84 | 0.9 | 0.94 | 0.77 | 0.72 | 0.66 | 0.77 | 0.77 | 1.2 | 1.07 | 0.98 | 0.65 | 0.77 |
RSquared | NA | 0.9 | 0.93 | 0.92 | 0.86 | NA | 0.82 | 0.87 | 0.91 | 0.93 | 0.93 | 0.92 | 0.9 | 0.76 | 0.74 | 0.58 | 0.7 | 0.71 | 0.87 | 0.85 | 0.71 | 0.65 | 0.75 | 0.64 | 0.64 |
Yield(%) | N/A | 1.1 | 1.2 | 1.1 | 9.4 | 6.3 | N/A | 0.0 | 1.1 | 0.8 | 1.3 | 1.7 | 1.7 | 17.1 | 11.8 | 4.8 | 0.8 | 1.6 | 1.1 | 0.4 | 17.3 | 1.4 | 0.1 | 1.1 | 0.2 |
Dividend Growth(%) | N/A | 22.9 | -89.1 | -86.5 | N/A | N/A | N/A | -100.0 | 22.9 | -25.4 | -0.5 | -46.1 | -91.3 | 59.1 | 197.2 | 722.4 | -32.7 | 31.4 | 101.7 | -98.6 | 1863.6 | 2100.0 | -92.9 | 600.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/20/1996
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