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Northern Short-Intermediate US Govt (NSIUX)
On
Dec 4
:
10.69
0.03
(0.28%)
MORE ON NSIUX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
7.53%
Worst 1 Yr Total Return
(2005)
:
0.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NSIUX
Category
Alpha (against Standard Index)
0.78
1.08
Beta (against Standard Index)
0.45
0.37
Mean Annual Return
4.99
0.41
R-squared (against Standard Index)
51
48.77
Standard Deviation
2.54
2.20
Sharpe Ratio
0.97
N/A
Treynor Ratio
5.70
N/A
5 Years
Statistic
NSIUX
Category
Alpha (against Standard Index)
-0.30
-0.02
Beta (against Standard Index)
0.49
0.39
Mean Annual Return
3.70
0.31
R-squared (against Standard Index)
60
53.98
Standard Deviation
2.26
1.94
Sharpe Ratio
0.29
N/A
Treynor Ratio
1.40
N/A
10 Years
Statistic
NSIUX
Category
Alpha (against Standard Index)
-0.29
-0.11
Beta (against Standard Index)
0.53
0.46
Mean Annual Return
4.43
0.36
R-squared (against Standard Index)
72
65.31
Standard Deviation
2.37
2.21
Sharpe Ratio
0.61
N/A
Treynor Ratio
2.77
N/A
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