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Monday, November 30, 2009, 9:55PM ET - U.S. Markets Closed. Dow  0.34% Nasdaq  0.29%

Northern Small Cap Value (NOSGX)

On Nov 30: 11.59   0.09 (0.78%)

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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 (2004): 22.58% Worst 1 Yr Total Return (2008): -23.43% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic NOSGX Category Alpha (against Standard Index) 0.40 1.78 Beta (against Standard Index) 1.11 1.18 Mean Annual Return -8.27 -0.41 R-squared (against Standard Index) 82 85.71 Standard Deviation 23.79 24.90 Sharpe Ratio -0.34 N/A Treynor Ratio -9.64 N/A 5 Years Statistic NOSGX Category Alpha (against Standard Index) 2.22 1.92 Beta (against Standard Index) 1.15 1.20 Mean Annual Return 1.58 0.27 R-squared (against Standard Index) 80 82.80 Standard Deviation 20.31 21.07 Sharpe Ratio 0.03 N/A Treynor Ratio -1.26 N/A 10 Years Statistic NOSGX Category Alpha (against Standard Index) 8.43 9.10 Beta (against Standard Index) 0.94 0.95 Mean Annual Return 7.19 0.80 R-squared (against Standard Index) 57 64.80 Standard Deviation 19.91 19.04 Sharpe Ratio 0.30 N/A Treynor Ratio 4.48 N/A
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