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Northern Global Fixed Income (NOIFX)
On
Nov 30
:
12.41
0.03
(0.24%)
MORE ON NOIFX
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Risk
As of 31-Oct-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
(2008)
:
10.98%
Worst 1 Yr Total Return
(2005)
:
-7.95%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NOIFX
Category
Alpha (against Standard Index)
-0.83
-1.14
Beta (against Standard Index)
1.57
1.47
Mean Annual Return
7.55
0.58
R-squared (against Standard Index)
63
50.46
Standard Deviation
8.13
8.81
Sharpe Ratio
0.64
N/A
Treynor Ratio
3.27
N/A
5 Years
Statistic
NOIFX
Category
Alpha (against Standard Index)
-0.93
-0.18
Beta (against Standard Index)
1.34
1.21
Mean Annual Return
4.60
0.44
R-squared (against Standard Index)
46
39.58
Standard Deviation
7.21
7.42
Sharpe Ratio
0.24
N/A
Treynor Ratio
1.18
N/A
10 Years
Statistic
NOIFX
Category
Alpha (against Standard Index)
-1.86
-0.04
Beta (against Standard Index)
1.34
1.06
Mean Annual Return
5.33
0.53
R-squared (against Standard Index)
46
39.24
Standard Deviation
7.37
6.67
Sharpe Ratio
0.34
N/A
Treynor Ratio
1.76
N/A
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