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Friday, December 4, 2009, 9:49PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Northern Fixed Income (NOFIX)On Dec 4: 10.21  Down 0.03 (0.29%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:5
Number of Years Down:0
Best 1 Yr Total Return (2006):4.38%
Worst 1 Yr Total Return (2005):1.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNOFIXCategory
Alpha (against Standard Index)-0.74-1.72
Beta (against Standard Index)0.921.02
Mean Annual Return5.260.39
R-squared (against Standard Index)9559.27
Standard Deviation3.755.93
Sharpe Ratio0.72N/A
Treynor Ratio3.08N/A
5 Years
StatisticNOFIXCategory
Alpha (against Standard Index)-0.66-1.05
Beta (against Standard Index)0.940.98
Mean Annual Return4.240.33
R-squared (against Standard Index)9661.87
Standard Deviation3.434.88
Sharpe Ratio0.35N/A
Treynor Ratio1.30N/A
10 Years
StatisticNOFIXCategory
Alpha (against Standard Index)-0.70-0.65
Beta (against Standard Index)0.940.96
Mean Annual Return5.380.45
R-squared (against Standard Index)9571.12
Standard Deviation3.634.47
Sharpe Ratio0.65N/A
Treynor Ratio2.56N/A

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