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

Wednesday, February 10, 2010, 12:30AM ET - U.S. Markets open in 9 hrs.. Dow Up 1.52% Nasdaq Up 1.17%
Northern Small Cap Index (NSIDX)On Feb 9: 6.53  Up 0.10 (1.56%)  
MORE ON NSIDX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Jan-10Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2009):27.22%
Worst 1 Yr Total Return (2008):-34.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNSIDXCategory
Alpha (against Standard Index)1.741.82
Beta (against Standard Index)1.181.17
Mean Annual Return-8.00-0.41
R-squared (against Standard Index)8785.44
Standard Deviation25.1725.24
Sharpe Ratio-0.28N/A
Treynor Ratio-8.44N/A
5 Years
StatisticNSIDXCategory
Alpha (against Standard Index)1.401.33
Beta (against Standard Index)1.221.18
Mean Annual Return0.290.22
R-squared (against Standard Index)8482.54
Standard Deviation21.2820.90
Sharpe Ratio-0.01N/A
Treynor Ratio-2.15N/A
10 Years
StatisticNSIDXCategory
Alpha (against Standard Index)4.777.20
Beta (against Standard Index)1.071.00
Mean Annual Return2.810.64
R-squared (against Standard Index)6464.16
Standard Deviation21.5220.24
Sharpe Ratio0.11N/A
Treynor Ratio-0.02N/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