NCLSX - Nuance Concentrated Value L-S Instl

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)17.41%
Worst 1-yr total return (6 Jun 2023)N/A

Risk statistics

3 years
NCLSXCategory average
5 years
NCLSXCategory average
10 years
NCLSXCategory average
Alpha
-0.03-0.02
3.3-0.02
N/A-0.03
BETA
-0.230.01
-0.190
N/A0.01
Mean annual return
-0.120.01
0.240.01
N/A0
R-squared
15.320.58
13.080.54
N/A0.54
Standard deviation
10.80.13
9.880.11
N/A0.1
Sharpe ratio
-0.270
0.130.01
N/A0
Treynor ratio
14.870.05
-4.290.16
N/A0.07