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Northern High Yield Muni (NHYMX)
On
Dec 22
:
8.06
0.02
(0.25%)
MORE ON NHYMX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
6.56%
Worst 1 Yr Total Return
(2008)
:
-21.36%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NHYMX
Category
Alpha (against Standard Index)
-6.62
-6.75
Beta (against Standard Index)
1.16
1.39
Mean Annual Return
-2.49
-0.14
R-squared (against Standard Index)
51
49.50
Standard Deviation
9.90
12.23
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-4.10
N/A
5 Years
Statistic
NHYMX
Category
Alpha (against Standard Index)
-3.46
-3.03
Beta (against Standard Index)
1.13
1.29
Mean Annual Return
0.96
0.16
R-squared (against Standard Index)
51
48.63
Standard Deviation
7.85
9.36
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-1.80
N/A
10 Years
Statistic
NHYMX
Category
Alpha (against Standard Index)
-1.98
-1.97
Beta (against Standard Index)
0.98
1.03
Mean Annual Return
3.43
0.31
R-squared (against Standard Index)
55
48.10
Standard Deviation
6.12
7.16
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.51
N/A
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