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Northern Fixed Income (NOFIX)
On
Dec 4
:
10.21
0.03
(0.29%)
MORE ON NOFIX
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Research Reports
Risk
As of 31-Oct-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
(2006)
:
4.38%
Worst 1 Yr Total Return
(2005)
:
1.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NOFIX
Category
Alpha (against Standard Index)
-0.74
-1.72
Beta (against Standard Index)
0.92
1.02
Mean Annual Return
5.26
0.39
R-squared (against Standard Index)
95
59.27
Standard Deviation
3.75
5.93
Sharpe Ratio
0.72
N/A
Treynor Ratio
3.08
N/A
5 Years
Statistic
NOFIX
Category
Alpha (against Standard Index)
-0.66
-1.05
Beta (against Standard Index)
0.94
0.98
Mean Annual Return
4.24
0.33
R-squared (against Standard Index)
96
61.87
Standard Deviation
3.43
4.88
Sharpe Ratio
0.35
N/A
Treynor Ratio
1.30
N/A
10 Years
Statistic
NOFIX
Category
Alpha (against Standard Index)
-0.70
-0.65
Beta (against Standard Index)
0.94
0.96
Mean Annual Return
5.38
0.45
R-squared (against Standard Index)
95
71.12
Standard Deviation
3.63
4.47
Sharpe Ratio
0.65
N/A
Treynor Ratio
2.56
N/A
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