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Thursday, January 7, 2010, 7:03PM ET - U.S. Markets Closed.
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Northern High Yield Fixed Income (NHFIX)
On
Jan 7
:
7.08
0.03
(0.43%)
MORE ON NHFIX
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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)
:
10.08%
Worst 1 Yr Total Return
(2008)
:
-19.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NHFIX
Category
Alpha (against Standard Index)
-3.87
-3.31
Beta (against Standard Index)
1.17
1.15
Mean Annual Return
2.41
0.30
R-squared (against Standard Index)
15
10.85
Standard Deviation
12.22
15.35
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.12
N/A
5 Years
Statistic
NHFIX
Category
Alpha (against Standard Index)
-1.16
-0.58
Beta (against Standard Index)
0.97
0.95
Mean Annual Return
3.76
0.39
R-squared (against Standard Index)
13
9.33
Standard Deviation
9.74
12.17
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.80
N/A
10 Years
Statistic
NHFIX
Category
Alpha (against Standard Index)
0.40
0.41
Beta (against Standard Index)
0.59
0.52
Mean Annual Return
5.06
0.42
R-squared (against Standard Index)
7
3.87
Standard Deviation
8.65
10.75
Sharpe Ratio
0.28
N/A
Treynor Ratio
3.62
N/A
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