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Northern Institutional Intl Eq Idx D (BIEDX)
On
Dec 30
:
7.83
0.02
(0.25%)
MORE ON BIEDX
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Research Reports
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)
:
25.65%
Worst 1 Yr Total Return
(2008)
:
-42.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BIEDX
Category
Alpha (against Standard Index)
-0.67
0.11
Beta (against Standard Index)
1.01
1.02
Mean Annual Return
-6.32
-0.23
R-squared (against Standard Index)
98
95.97
Standard Deviation
24.49
24.84
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-8.49
N/A
5 Years
Statistic
BIEDX
Category
Alpha (against Standard Index)
-0.75
0.08
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
3.32
0.51
R-squared (against Standard Index)
98
95.66
Standard Deviation
20.09
20.38
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.32
N/A
10 Years
Statistic
BIEDX
Category
Alpha (against Standard Index)
-0.68
-0.14
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
1.19
0.28
R-squared (against Standard Index)
98
92.61
Standard Deviation
18.16
18.91
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.74
N/A
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