NCLIX - Nuance Concentrated Value L-S Invt

Nasdaq - Nasdaq Delayed price. Currency in USD

Risk overview

Morningstar risk rating★★
Number of years up5
Number of years down2
Best 1-yr total return (6 Jun 2023)17.11%
Worst 1-yr total return (6 Jun 2023)N/A

Risk statistics

3 years
NCLIXCategory average
5 years
NCLIXCategory average
10 years
NCLIXCategory average
Alpha
-0.29-0.02
3.04-0.02
N/A-0.03
BETA
-0.230.01
-0.190
N/A0.01
Mean annual return
-0.140.01
0.220.01
N/A0
R-squared
15.240.58
13.210.54
N/A0.54
Standard deviation
10.80.13
9.860.11
N/A0.1
Sharpe ratio
-0.30
0.10.01
N/A0
Treynor ratio
15.980.05
-2.870.16
N/A0.07