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Northern High Yield Fixed Income (NHFIX)

7.54 0.00(0.00%) Sep 19

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up13
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2009):33.50%
Worst 1 Yr Total Return(Dec 30, 2008):-19.31%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticNHFIXCategory
Alpha (against Standard Index)8.207.38
Beta (against Standard Index)0.650.65
Mean Annual Return0.840.78
R-squared (against Standard Index)9.149.86
Standard Deviation5.685.82
Sharpe Ratio1.771.64
Treynor Ratio15.9115.37
5 Years
StatisticNHFIXCategory
Alpha (against Standard Index)9.939.78
Beta (against Standard Index)0.180.18
Mean Annual Return0.900.89
R-squared (against Standard Index)0.601.18
Standard Deviation6.566.48
Sharpe Ratio1.641.66
Treynor Ratio61.01-10.56
10 Years
StatisticNHFIXCategory
Alpha (against Standard Index)3.593.94
Beta (against Standard Index)0.680.66
Mean Annual Return0.610.63
R-squared (against Standard Index)7.175.53
Standard Deviation8.249.50
Sharpe Ratio0.690.64
Treynor Ratio8.229.21