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Northern Institutional Equity Index A (BEIAX)
On
Dec 4
:
10.98
0.06
(0.55%)
MORE ON BEIAX
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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)
:
15.57%
Worst 1 Yr Total Return
(2008)
:
-37.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BEIAX
Category
Alpha (against Standard Index)
-0.07
0.38
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-7.10
-0.41
R-squared (against Standard Index)
99
95.50
Standard Deviation
19.60
20.09
Sharpe Ratio
-0.40
N/A
Treynor Ratio
-9.50
N/A
5 Years
Statistic
BEIAX
Category
Alpha (against Standard Index)
-0.12
0.26
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
0.21
0.16
R-squared (against Standard Index)
99
94.84
Standard Deviation
15.98
16.47
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-2.81
N/A
10 Years
Statistic
BEIAX
Category
Alpha (against Standard Index)
-0.17
0.84
Beta (against Standard Index)
1.00
0.97
Mean Annual Return
-1.12
0.11
R-squared (against Standard Index)
99
91.16
Standard Deviation
16.13
16.35
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.09
N/A
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