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Northern International Growth Equity (NOIGX)
On
Dec 24
:
7.79
0.04
(0.52%)
MORE ON NOIGX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
25.04%
Worst 1 Yr Total Return
(2008)
:
-41.59%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NOIGX
Category
Alpha (against Standard Index)
1.76
0.11
Beta (against Standard Index)
0.94
1.02
Mean Annual Return
-3.28
-0.23
R-squared (against Standard Index)
97
95.97
Standard Deviation
22.83
24.84
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-5.90
N/A
5 Years
Statistic
NOIGX
Category
Alpha (against Standard Index)
0.58
0.08
Beta (against Standard Index)
0.94
1.01
Mean Annual Return
4.73
0.51
R-squared (against Standard Index)
97
95.66
Standard Deviation
18.89
20.38
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.84
N/A
10 Years
Statistic
NOIGX
Category
Alpha (against Standard Index)
-0.57
-0.14
Beta (against Standard Index)
0.95
1.01
Mean Annual Return
1.37
0.28
R-squared (against Standard Index)
95
92.61
Standard Deviation
17.60
18.91
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.63
N/A
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