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Northern Institutional Divers Growth A (BDVAX)
On
Dec 3
:
5.97
0.05
(0.83%)
MORE ON BDVAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
10.29%
Worst 1 Yr Total Return
(2008)
:
-36.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BDVAX
Category
Alpha (against Standard Index)
1.42
0.38
Beta (against Standard Index)
0.99
1.00
Mean Annual Return
-5.64
-0.41
R-squared (against Standard Index)
97
95.50
Standard Deviation
19.65
20.09
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-8.10
N/A
5 Years
Statistic
BDVAX
Category
Alpha (against Standard Index)
0.25
0.26
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
0.58
0.16
R-squared (against Standard Index)
97
94.84
Standard Deviation
16.09
16.47
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-2.45
N/A
10 Years
Statistic
BDVAX
Category
Alpha (against Standard Index)
-0.46
0.84
Beta (against Standard Index)
0.99
0.97
Mean Annual Return
-1.41
0.11
R-squared (against Standard Index)
95
91.16
Standard Deviation
16.38
16.35
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-4.43
N/A
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