Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Sunday, December 27, 2009, 8:28PM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Northern Global Real Estate Index (NGREX)On Dec 24: 7.13  Up 0.05 (0.71%)  
MORE ON NGREX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:High
Number of Years Up:0
Number of Years Down:2
Best 1 Yr Total Return (2007):-8.49%
Worst 1 Yr Total Return (2008):-48.04%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNGREXCategory
Alpha (against Standard Index)-5.30-5.16
Beta (against Standard Index)1.211.10
Mean Annual Return-13.44-0.70
R-squared (against Standard Index)8179.85
Standard Deviation32.0229.59
Sharpe Ratio-0.35N/A
Treynor Ratio-13.04N/A
5 Years
StatisticNGREXCategory
Alpha (against Standard Index)N/A-1.35
Beta (against Standard Index)N/A1.11
Mean Annual ReturnN/A0.42
R-squared (against Standard Index)N/A72.32
Standard DeviationN/A25.78
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
10 Years
StatisticNGREXCategory
Alpha (against Standard Index)N/A9.39
Beta (against Standard Index)N/A0.84
Mean Annual ReturnN/A1.07
R-squared (against Standard Index)N/A51.12
Standard DeviationN/A21.08
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center