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Northern Institutional US Govt Sec A (BUSAX)
On
Dec 28
:
20.14
0.03
(0.15%)
MORE ON BUSAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
8.68%
Worst 1 Yr Total Return
(2005)
:
1.21%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BUSAX
Category
Alpha (against Standard Index)
1.52
1.19
Beta (against Standard Index)
0.46
0.36
Mean Annual Return
5.76
0.41
R-squared (against Standard Index)
52
48.79
Standard Deviation
2.57
2.18
Sharpe Ratio
1.27
N/A
Treynor Ratio
7.52
N/A
5 Years
Statistic
BUSAX
Category
Alpha (against Standard Index)
0.48
0.08
Beta (against Standard Index)
0.49
0.38
Mean Annual Return
4.72
0.33
R-squared (against Standard Index)
59
53.07
Standard Deviation
2.25
1.90
Sharpe Ratio
0.72
N/A
Treynor Ratio
3.53
N/A
10 Years
Statistic
BUSAX
Category
Alpha (against Standard Index)
0.28
-0.10
Beta (against Standard Index)
0.54
0.48
Mean Annual Return
5.10
0.37
R-squared (against Standard Index)
73
65.12
Standard Deviation
2.39
2.29
Sharpe Ratio
0.89
N/A
Treynor Ratio
4.06
N/A
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