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Northern Institutional Interm Bond D (NOIDX)
On
Dec 23
:
20.42
0.01
(0.05%)
MORE ON NOIDX
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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)
:
4.63%
Worst 1 Yr Total Return
(2005)
:
1.11%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NOIDX
Category
Alpha (against Standard Index)
-0.98
-1.73
Beta (against Standard Index)
0.88
1.02
Mean Annual Return
4.86
0.39
R-squared (against Standard Index)
83
59.65
Standard Deviation
3.84
5.93
Sharpe Ratio
0.64
N/A
Treynor Ratio
2.95
N/A
5 Years
Statistic
NOIDX
Category
Alpha (against Standard Index)
-1.00
-1.13
Beta (against Standard Index)
0.87
0.98
Mean Annual Return
4.12
0.35
R-squared (against Standard Index)
86
61.85
Standard Deviation
3.33
4.90
Sharpe Ratio
0.33
N/A
Treynor Ratio
1.30
N/A
10 Years
Statistic
NOIDX
Category
Alpha (against Standard Index)
-0.90
-0.67
Beta (against Standard Index)
0.87
0.96
Mean Annual Return
5.04
0.46
R-squared (against Standard Index)
90
70.95
Standard Deviation
3.43
4.48
Sharpe Ratio
0.60
N/A
Treynor Ratio
2.43
N/A
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