Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Tuesday, December 8, 2009, 5:14PM ET - U.S. Markets Closed.
Dow
1.00%
Nasdaq
0.76%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Northern Institutional US Trs Idx A (BTIAX)
On
Dec 7
:
22.69
0.05
(0.22%)
MORE ON BTIAX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
13.79%
Worst 1 Yr Total Return
(2005)
:
2.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BTIAX
Category
Alpha (against Standard Index)
0.43
0.17
Beta (against Standard Index)
0.97
0.75
Mean Annual Return
6.63
0.45
R-squared (against Standard Index)
55
63.33
Standard Deviation
5.41
3.92
Sharpe Ratio
0.77
N/A
Treynor Ratio
4.33
N/A
5 Years
Statistic
BTIAX
Category
Alpha (against Standard Index)
-0.12
-0.28
Beta (against Standard Index)
1.03
0.77
Mean Annual Return
4.94
0.36
R-squared (against Standard Index)
64
69.10
Standard Deviation
4.72
3.41
Sharpe Ratio
0.41
N/A
Treynor Ratio
1.86
N/A
10 Years
Statistic
BTIAX
Category
Alpha (against Standard Index)
-0.75
-0.49
Beta (against Standard Index)
1.16
0.85
Mean Annual Return
6.03
0.44
R-squared (against Standard Index)
79
77.74
Standard Deviation
4.99
3.68
Sharpe Ratio
0.62
N/A
Treynor Ratio
2.63
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center