I'm not 100% sure about the meanings of the four Hebrew letters on the Dreidel in terms of "all", "nothing", and so on, but traditionally they stand for:

נ - Nes
ג - Gadol
ה - Haya
ש - Sham

Together it makes Nes gadol haya sham, "A great miracle happened there."

In Israel, instead of a ש they have a פ (for "Poh"), which makes it rather, "A great miracle happened here", because the miracle of Hanukah took place in Israel.