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Nicholas High Income N (NNHIX)
On
Dec 10
:
9.23
0.00
(0.00%)
MORE ON NNHIX
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Risk
As of 31-Oct-09
Get
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
Statistic
NNHIX
Category
Alpha (against Standard Index)
-3.69
-3.12
Beta (against Standard Index)
1.05
1.16
Mean Annual Return
1.86
0.31
R-squared (against Standard Index)
10
10.86
Standard Deviation
13.33
15.35
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.53
N/A
5 Years
Statistic
NNHIX
Category
Alpha (against Standard Index)
-1.38
-0.09
Beta (against Standard Index)
0.86
0.92
Mean Annual Return
2.79
0.40
R-squared (against Standard Index)
9
8.80
Standard Deviation
10.59
12.20
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.27
N/A
10 Years
Statistic
NNHIX
Category
Alpha (against Standard Index)
-1.34
0.55
Beta (against Standard Index)
0.46
0.51
Mean Annual Return
2.62
0.43
R-squared (against Standard Index)
3
3.74
Standard Deviation
9.93
10.75
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.77
N/A
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