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Northern Inst Glbl Tactical Asset Allc C (BBCCX)
On
Dec 8
:
9.32
0.06
(0.64%)
MORE ON BBCCX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
7.36%
Worst 1 Yr Total Return
(2008)
:
-21.36%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BBCCX
Category
Alpha (against Standard Index)
-2.07
-2.88
Beta (against Standard Index)
0.84
1.08
Mean Annual Return
-1.18
-0.13
R-squared (against Standard Index)
94
93.44
Standard Deviation
11.34
14.69
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-4.28
N/A
5 Years
Statistic
BBCCX
Category
Alpha (against Standard Index)
-2.34
-2.47
Beta (against Standard Index)
0.84
1.06
Mean Annual Return
2.04
0.23
R-squared (against Standard Index)
92
92.52
Standard Deviation
9.36
11.89
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-1.17
N/A
10 Years
Statistic
BBCCX
Category
Alpha (against Standard Index)
-2.76
-2.17
Beta (against Standard Index)
0.86
1.05
Mean Annual Return
1.70
0.26
R-squared (against Standard Index)
91
86.72
Standard Deviation
8.95
11.31
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-1.48
N/A
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