Natixis US Equity Opportunities A (NEFSX)

47.95 +0.52 (+1.10%) USD  |  Dec 11 2024
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NEFSX Alpha (vs YCharts Benchmark) (5Y)

Alpha (vs YCharts Benchmark) (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Alpha Definition

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Alpha measures the excess return that a security provides. Alpha can be measured by taking Risk Adjusted Security Return - Beta*(Risk Adjusted Market Return). This formula will return the outperformance that the security provides. Alpha is an important metric for active investing, where investors look for outperforming a particular benchmark.

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Alpha (vs YCharts Benchmark) (5Y) Range, Past 5 Years

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Alpha (vs YCharts Benchmark) (5Y) Benchmarks

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Calvert US Large Cap Core Rspnb Idx A Upgrade
PGIM Quant Solutions Large-Cap Cor Eq A Upgrade
Allspring Disciplined US Core A Upgrade
Putnam Focused Equity A Upgrade
Fidelity Advisor Large Cap A Upgrade

Alpha (vs YCharts Benchmark) (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Historical Sortino (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade

Alpha (vs YCharts Benchmark) (5Y) Excel Add-In Codes

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Metric Code: enhanced_market_alpha_60_month
Latest Data Point: =YCP("M:NEFSX", "enhanced_market_alpha_60_month")
Last 5 Data Points: =YCS("M:NEFSX", "enhanced_market_alpha_60_month", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.