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Tuesday, December 8, 2009, 11:31AM ET - U.S. Markets close in 4 hours and 29 minutes. Dow Down 0.73% Nasdaq Down 0.40%
Northern Large Cap Value (NOLVX)On Dec 7: 8.83   0.00 (0.00%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2006):19.30%
Worst 1 Yr Total Return (2008):-34.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNOLVXCategory
Alpha (against Standard Index)-0.95-1.05
Beta (against Standard Index)1.071.02
Mean Annual Return-8.83-0.55
R-squared (against Standard Index)9294.27
Standard Deviation21.7420.65
Sharpe Ratio-0.42N/A
Treynor Ratio-10.49N/A
5 Years
StatisticNOLVXCategory
Alpha (against Standard Index)-0.570.04
Beta (against Standard Index)1.061.02
Mean Annual Return-0.580.14
R-squared (against Standard Index)9293.13
Standard Deviation17.5316.85
Sharpe Ratio-0.11N/A
Treynor Ratio-3.41N/A
10 Years
StatisticNOLVXCategory
Alpha (against Standard Index)N/A2.54
Beta (against Standard Index)N/A0.88
Mean Annual ReturnN/A0.27
R-squared (against Standard Index)N/A80.76
Standard DeviationN/A15.89
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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