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Northern Institutional Core Bond A (NOCBX)
On
Jan 5
:
10.25
0.05
(0.49%)
MORE ON NOCBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
4.88%
Worst 1 Yr Total Return
(2005)
:
2.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NOCBX
Category
Alpha (against Standard Index)
0.02
-1.73
Beta (against Standard Index)
0.96
1.02
Mean Annual Return
6.26
0.39
R-squared (against Standard Index)
94
59.65
Standard Deviation
3.93
5.93
Sharpe Ratio
0.95
N/A
Treynor Ratio
4.14
N/A
5 Years
Statistic
NOCBX
Category
Alpha (against Standard Index)
-0.07
-1.13
Beta (against Standard Index)
0.98
0.98
Mean Annual Return
5.38
0.35
R-squared (against Standard Index)
95
61.85
Standard Deviation
3.56
4.90
Sharpe Ratio
0.64
N/A
Treynor Ratio
2.43
N/A
10 Years
Statistic
NOCBX
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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