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Northern Select Equity (NOEQX)
On
Dec 23
:
18.66
0.12
(0.65%)
MORE ON NOEQX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
18.00%
Worst 1 Yr Total Return
(2008)
:
-40.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NOEQX
Category
Alpha (against Standard Index)
1.45
2.20
Beta (against Standard Index)
0.92
0.99
Mean Annual Return
-3.90
-0.14
R-squared (against Standard Index)
87
88.76
Standard Deviation
19.63
21.04
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-6.69
N/A
5 Years
Statistic
NOEQX
Category
Alpha (against Standard Index)
-0.56
0.80
Beta (against Standard Index)
0.93
1.01
Mean Annual Return
0.22
0.24
R-squared (against Standard Index)
87
86.59
Standard Deviation
16.03
17.50
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-2.97
N/A
10 Years
Statistic
NOEQX
Category
Alpha (against Standard Index)
-1.63
-0.13
Beta (against Standard Index)
0.86
1.04
Mean Annual Return
-2.25
0.05
R-squared (against Standard Index)
57
78.99
Standard Deviation
18.53
19.17
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-6.00
N/A
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