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Northern US Government (NOUGX)On Dec 7: 10.66  Up 0.02 (0.19%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:High
Number of Years Up:5
Number of Years Down:0
Best 1 Yr Total Return (2008):10.05%
Worst 1 Yr Total Return (2005):0.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNOUGXCategory
Alpha (against Standard Index)0.481.08
Beta (against Standard Index)0.710.37
Mean Annual Return5.690.41
R-squared (against Standard Index)5948.77
Standard Deviation3.742.20
Sharpe Ratio0.85N/A
Treynor Ratio4.60N/A
5 Years
StatisticNOUGXCategory
Alpha (against Standard Index)-0.42-0.02
Beta (against Standard Index)0.740.39
Mean Annual Return4.080.31
R-squared (against Standard Index)6753.98
Standard Deviation3.261.94
Sharpe Ratio0.32N/A
Treynor Ratio1.43N/A
10 Years
StatisticNOUGXCategory
Alpha (against Standard Index)-0.58-0.11
Beta (against Standard Index)0.810.46
Mean Annual Return5.050.36
R-squared (against Standard Index)8065.31
Standard Deviation3.432.21
Sharpe Ratio0.60N/A
Treynor Ratio2.58N/A

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