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Northern Institutional Core Bond C (NCOCX)
On
Dec 4
:
10.29
0.03
(0.29%)
MORE ON NCOCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
4.60%
Worst 1 Yr Total Return
(2005)
:
1.97%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NCOCX
Category
Alpha (against Standard Index)
-0.19
-1.72
Beta (against Standard Index)
0.97
1.02
Mean Annual Return
6.04
0.39
R-squared (against Standard Index)
94
59.27
Standard Deviation
3.97
5.93
Sharpe Ratio
0.86
N/A
Treynor Ratio
3.72
N/A
5 Years
Statistic
NCOCX
Category
Alpha (against Standard Index)
-0.31
-1.05
Beta (against Standard Index)
0.99
0.98
Mean Annual Return
4.71
0.33
R-squared (against Standard Index)
95
61.87
Standard Deviation
3.61
4.88
Sharpe Ratio
0.45
N/A
Treynor Ratio
1.71
N/A
10 Years
Statistic
NCOCX
Category
Alpha (against Standard Index)
N/A
-0.65
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.45
R-squared (against Standard Index)
N/A
71.12
Standard Deviation
N/A
4.47
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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