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Tuesday, December 1, 2009, 6:47PM ET - U.S. Markets Closed.
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Northern Institutional Small Co Idx D (BSIDX)
On
Dec 1
:
13.07
0.21
(1.63%)
MORE ON BSIDX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
18.00%
Worst 1 Yr Total Return
(2008)
:
-33.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BSIDX
Category
Alpha (against Standard Index)
0.81
1.01
Beta (against Standard Index)
1.19
1.19
Mean Annual Return
-8.72
-0.48
R-squared (against Standard Index)
89
87.23
Standard Deviation
24.66
24.84
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-9.32
N/A
5 Years
Statistic
BSIDX
Category
Alpha (against Standard Index)
1.26
1.42
Beta (against Standard Index)
1.24
1.21
Mean Annual Return
0.24
0.23
R-squared (against Standard Index)
85
84.16
Standard Deviation
21.38
21.07
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-2.24
N/A
10 Years
Statistic
BSIDX
Category
Alpha (against Standard Index)
5.77
7.80
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
3.62
0.68
R-squared (against Standard Index)
64
64.84
Standard Deviation
21.65
20.31
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.60
N/A
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