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Thursday, December 10, 2009, 11:43PM ET - U.S. Markets Closed. Dow Up 0.67% Nasdaq Up 0.33%
Nicholas High Income N (NNHIX)On Dec 10: 9.23   0.00 (0.00%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:2
Number of Years Down:1
Best 1 Yr Total Return (2006):9.04%
Worst 1 Yr Total Return (2008):-23.33%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNNHIXCategory
Alpha (against Standard Index)-3.69-3.12
Beta (against Standard Index)1.051.16
Mean Annual Return1.860.31
R-squared (against Standard Index)1010.86
Standard Deviation13.3315.35
Sharpe Ratio0.03N/A
Treynor Ratio-0.53N/A
5 Years
StatisticNNHIXCategory
Alpha (against Standard Index)-1.38-0.09
Beta (against Standard Index)0.860.92
Mean Annual Return2.790.40
R-squared (against Standard Index)98.80
Standard Deviation10.5912.20
Sharpe Ratio0.03N/A
Treynor Ratio-0.27N/A
10 Years
StatisticNNHIXCategory
Alpha (against Standard Index)-1.340.55
Beta (against Standard Index)0.460.51
Mean Annual Return2.620.43
R-squared (against Standard Index)33.74
Standard Deviation9.9310.75
Sharpe Ratio0.02N/A
Treynor Ratio-0.77N/A

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