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Northern Institutional Mid Cap Gr D (BMCDX)
On
Dec 4
:
11.42
0.17
(1.51%)
MORE ON BMCDX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
23.68%
Worst 1 Yr Total Return
(2008)
:
-40.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BMCDX
Category
Alpha (against Standard Index)
4.69
3.31
Beta (against Standard Index)
1.01
1.09
Mean Annual Return
-2.92
-0.23
R-squared (against Standard Index)
89
84.23
Standard Deviation
21.01
23.37
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-5.27
N/A
5 Years
Statistic
BMCDX
Category
Alpha (against Standard Index)
1.82
2.25
Beta (against Standard Index)
1.03
1.13
Mean Annual Return
1.83
0.31
R-squared (against Standard Index)
85
81.04
Standard Deviation
17.76
20.00
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.16
N/A
10 Years
Statistic
BMCDX
Category
Alpha (against Standard Index)
N/A
4.42
Beta (against Standard Index)
N/A
1.13
Mean Annual Return
N/A
0.37
R-squared (against Standard Index)
N/A
60.91
Standard Deviation
N/A
23.71
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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