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North Country Equity Growth (NCEGX)
On
Dec 23
:
9.56
0.03
(0.31%)
MORE ON NCEGX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
13.02%
Worst 1 Yr Total Return
(2008)
:
-37.18%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NCEGX
Category
Alpha (against Standard Index)
-0.86
2.20
Beta (against Standard Index)
0.90
0.99
Mean Annual Return
-5.72
-0.14
R-squared (against Standard Index)
97
88.76
Standard Deviation
18.16
21.04
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-8.87
N/A
5 Years
Statistic
NCEGX
Category
Alpha (against Standard Index)
-1.03
0.80
Beta (against Standard Index)
0.90
1.01
Mean Annual Return
-0.03
0.24
R-squared (against Standard Index)
97
86.59
Standard Deviation
14.77
17.50
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.34
N/A
10 Years
Statistic
NCEGX
Category
Alpha (against Standard Index)
N/A
-0.13
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.05
R-squared (against Standard Index)
N/A
78.99
Standard Deviation
N/A
19.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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