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Northern Bond Index (NOBOX)
On
Dec 23
:
10.35
0.01
(0.10%)
MORE ON NOBOX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
1
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
5.81%
Worst 1 Yr Total Return
(2008)
:
5.81%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NOBOX
Category
Alpha (against Standard Index)
N/A
-1.73
Beta (against Standard Index)
N/A
1.02
Mean Annual Return
N/A
0.39
R-squared (against Standard Index)
N/A
59.65
Standard Deviation
N/A
5.93
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
5 Years
Statistic
NOBOX
Category
Alpha (against Standard Index)
N/A
-1.13
Beta (against Standard Index)
N/A
0.98
Mean Annual Return
N/A
0.35
R-squared (against Standard Index)
N/A
61.85
Standard Deviation
N/A
4.90
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
NOBOX
Category
Alpha (against Standard Index)
N/A
-0.67
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.46
R-squared (against Standard Index)
N/A
70.95
Standard Deviation
N/A
4.48
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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