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Northern Institutional Equity Index C (BEICX)
On
Dec 24
:
11.13
0.06
(0.54%)
MORE ON BEICX
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Risk
As of 30-Nov-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)
:
15.31%
Worst 1 Yr Total Return
(2008)
:
-37.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BEICX
Category
Alpha (against Standard Index)
-0.34
0.06
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-6.09
-0.33
R-squared (against Standard Index)
99
95.82
Standard Deviation
19.85
20.42
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-8.38
N/A
5 Years
Statistic
BEICX
Category
Alpha (against Standard Index)
-0.36
0.04
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
0.35
0.17
R-squared (against Standard Index)
99
95.19
Standard Deviation
16.06
16.64
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-2.65
N/A
10 Years
Statistic
BEICX
Category
Alpha (against Standard Index)
-0.41
0.81
Beta (against Standard Index)
1.00
0.96
Mean Annual Return
-0.97
0.14
R-squared (against Standard Index)
99
91.13
Standard Deviation
16.22
16.39
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-3.90
N/A
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