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Northern Large Cap Value (NOLVX)
On
Dec 7
:
8.83
0.00
(0.00%)
MORE ON NOLVX
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Research Reports
Risk
As of 31-Oct-09
Get
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
Statistic
NOLVX
Category
Alpha (against Standard Index)
-0.95
-1.05
Beta (against Standard Index)
1.07
1.02
Mean Annual Return
-8.83
-0.55
R-squared (against Standard Index)
92
94.27
Standard Deviation
21.74
20.65
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-10.49
N/A
5 Years
Statistic
NOLVX
Category
Alpha (against Standard Index)
-0.57
0.04
Beta (against Standard Index)
1.06
1.02
Mean Annual Return
-0.58
0.14
R-squared (against Standard Index)
92
93.13
Standard Deviation
17.53
16.85
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-3.41
N/A
10 Years
Statistic
NOLVX
Category
Alpha (against Standard Index)
N/A
2.54
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.27
R-squared (against Standard Index)
N/A
80.76
Standard Deviation
N/A
15.89
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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