Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Wednesday, December 9, 2009, 2:03PM ET - U.S. Markets close in 1 hour and 57 minutes. Dow Down 0.10% Nasdaq Down 0.34%
Northern Small Cap Index (NSIDX)On Dec 8: 6.60  Down 0.07 (1.05%)  
MORE ON NSIDX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2006):17.84%
Worst 1 Yr Total Return (2008):-34.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNSIDXCategory
Alpha (against Standard Index)0.761.01
Beta (against Standard Index)1.191.19
Mean Annual Return-8.75-0.48
R-squared (against Standard Index)8987.23
Standard Deviation24.6124.84
Sharpe Ratio-0.34N/A
Treynor Ratio-9.36N/A
5 Years
StatisticNSIDXCategory
Alpha (against Standard Index)1.281.42
Beta (against Standard Index)1.241.21
Mean Annual Return0.260.23
R-squared (against Standard Index)8584.16
Standard Deviation21.3421.07
Sharpe Ratio-0.02N/A
Treynor Ratio-2.22N/A
10 Years
StatisticNSIDXCategory
Alpha (against Standard Index)5.757.80
Beta (against Standard Index)1.081.01
Mean Annual Return3.590.68
R-squared (against Standard Index)6464.84
Standard Deviation21.6820.31
Sharpe Ratio0.14N/A
Treynor Ratio0.58N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center