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Tuesday, January 5, 2010, 8:32PM ET - U.S. Markets Closed.
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Northern Tax-Exempt (NOTEX)
On
Jan 5
:
10.55
0.00
(0.00%)
MORE ON NOTEX
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Research Reports
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)
:
4.21%
Worst 1 Yr Total Return
(2008)
:
-1.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NOTEX
Category
Alpha (against Standard Index)
-0.16
-2.38
Beta (against Standard Index)
0.99
1.16
Mean Annual Return
3.99
0.19
R-squared (against Standard Index)
98
87.38
Standard Deviation
6.03
7.62
Sharpe Ratio
0.30
N/A
Treynor Ratio
1.73
N/A
5 Years
Statistic
NOTEX
Category
Alpha (against Standard Index)
-0.28
-1.54
Beta (against Standard Index)
1.00
1.15
Mean Annual Return
4.20
0.27
R-squared (against Standard Index)
98
87.54
Standard Deviation
4.90
6.12
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.22
N/A
10 Years
Statistic
NOTEX
Category
Alpha (against Standard Index)
-0.27
-1.35
Beta (against Standard Index)
1.04
1.11
Mean Annual Return
5.45
0.38
R-squared (against Standard Index)
98
88.56
Standard Deviation
4.90
5.58
Sharpe Ratio
0.52
N/A
Treynor Ratio
2.43
N/A
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