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Northern Mid Cap Growth (NOMCX)
On
Dec 24
:
14.94
0.06
(0.40%)
MORE ON NOMCX
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Research Reports
Risk
As of 30-Nov-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
(2007)
:
24.35%
Worst 1 Yr Total Return
(2008)
:
-40.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NOMCX
Category
Alpha (against Standard Index)
3.45
2.05
Beta (against Standard Index)
1.01
1.08
Mean Annual Return
-2.84
-0.20
R-squared (against Standard Index)
89
84.21
Standard Deviation
21.35
23.41
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-5.05
N/A
5 Years
Statistic
NOMCX
Category
Alpha (against Standard Index)
1.23
1.56
Beta (against Standard Index)
1.03
1.11
Mean Annual Return
1.60
0.29
R-squared (against Standard Index)
85
80.86
Standard Deviation
17.91
19.91
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.34
N/A
10 Years
Statistic
NOMCX
Category
Alpha (against Standard Index)
2.01
3.33
Beta (against Standard Index)
0.93
1.11
Mean Annual Return
-0.02
0.32
R-squared (against Standard Index)
37
61.70
Standard Deviation
24.82
23.38
Sharpe Ratio
0.00
N/A
Treynor Ratio
-3.17
N/A
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