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Northern Small Cap Growth (NSGRX)
On
Dec 7
:
11.11
0.02
(0.18%)
MORE ON NSGRX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
17.75%
Worst 1 Yr Total Return
(2008)
:
-40.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NSGRX
Category
Alpha (against Standard Index)
0.73
1.71
Beta (against Standard Index)
1.08
1.15
Mean Annual Return
-7.62
-0.40
R-squared (against Standard Index)
85
85.55
Standard Deviation
22.85
24.28
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-9.29
N/A
5 Years
Statistic
NSGRX
Category
Alpha (against Standard Index)
1.96
1.12
Beta (against Standard Index)
1.13
1.19
Mean Annual Return
1.40
0.21
R-squared (against Standard Index)
82
81.02
Standard Deviation
19.85
21.15
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.44
N/A
10 Years
Statistic
NSGRX
Category
Alpha (against Standard Index)
3.88
5.25
Beta (against Standard Index)
1.00
1.18
Mean Annual Return
1.15
0.43
R-squared (against Standard Index)
41
56.73
Standard Deviation
25.14
25.52
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.82
N/A
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