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Northern Emerging Markets Equity (NOEMX)
On
Dec 1
:
11.05
0.27
(2.50%)
MORE ON NOEMX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
36.55%
Worst 1 Yr Total Return
(2008)
:
-53.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NOEMX
Category
Alpha (against Standard Index)
13.40
12.35
Beta (against Standard Index)
1.28
1.29
Mean Annual Return
4.20
0.71
R-squared (against Standard Index)
87
87.52
Standard Deviation
32.92
33.07
Sharpe Ratio
0.22
N/A
Treynor Ratio
1.39
N/A
5 Years
Statistic
NOEMX
Category
Alpha (against Standard Index)
N/A
9.15
Beta (against Standard Index)
N/A
1.29
Mean Annual Return
N/A
1.44
R-squared (against Standard Index)
N/A
85.78
Standard Deviation
N/A
27.65
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
NOEMX
Category
Alpha (against Standard Index)
N/A
9.81
Beta (against Standard Index)
N/A
1.23
Mean Annual Return
N/A
1.14
R-squared (against Standard Index)
N/A
76.71
Standard Deviation
N/A
25.41
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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