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Northern Institutional US Govt Sec D (BUSDX)
On
Dec 8
:
20.87
0.04
(0.19%)
MORE ON BUSDX
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Risk
As of 31-Oct-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)
:
8.18%
Worst 1 Yr Total Return
(2005)
:
0.82%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BUSDX
Category
Alpha (against Standard Index)
1.06
1.08
Beta (against Standard Index)
0.46
0.37
Mean Annual Return
5.31
0.41
R-squared (against Standard Index)
52
48.77
Standard Deviation
2.55
2.20
Sharpe Ratio
1.08
N/A
Treynor Ratio
6.32
N/A
5 Years
Statistic
BUSDX
Category
Alpha (against Standard Index)
-0.06
-0.02
Beta (against Standard Index)
0.49
0.39
Mean Annual Return
3.96
0.31
R-squared (against Standard Index)
60
53.98
Standard Deviation
2.26
1.94
Sharpe Ratio
0.40
N/A
Treynor Ratio
1.91
N/A
10 Years
Statistic
BUSDX
Category
Alpha (against Standard Index)
-0.15
-0.11
Beta (against Standard Index)
0.54
0.46
Mean Annual Return
4.60
0.36
R-squared (against Standard Index)
73
65.31
Standard Deviation
2.39
2.21
Sharpe Ratio
0.67
N/A
Treynor Ratio
3.05
N/A
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