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More On NHFIX


Northern High Yield Fixed Income (NHFIX)

6.88 Up 0.01(0.15%) Feb 23

Risk as of Jan 30, 2017Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up15
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):33.50%
Worst 1 Yr Total Return(Dec 30, 2008):-19.31%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticNHFIXCategory
Alpha (against Standard Index)2.952.63
Beta (against Standard Index)0.210.32
Mean Annual Return0.300.30
R-squared (against Standard Index)1.234.04
Standard Deviation5.505.51
Sharpe Ratio0.630.67
Treynor Ratio16.2416.71
5 Years
StatisticNHFIXCategory
Alpha (against Standard Index)5.244.78
Beta (against Standard Index)0.350.43
Mean Annual Return0.510.48
R-squared (against Standard Index)4.027.06
Standard Deviation5.105.15
Sharpe Ratio1.171.14
Treynor Ratio16.9414.39
10 Years
StatisticNHFIXCategory
Alpha (against Standard Index)3.113.24
Beta (against Standard Index)0.620.64
Mean Annual Return0.510.52
R-squared (against Standard Index)5.775.20
Standard Deviation8.559.74
Sharpe Ratio0.630.58
Treynor Ratio8.308.50