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Northern Technology (NTCHX)
On
Nov 27
:
11.18
0.19
(1.67%)
MORE ON NTCHX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
16.39%
Worst 1 Yr Total Return
(2008)
:
-41.70%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NTCHX
Category
Alpha (against Standard Index)
4.06
7.86
Beta (against Standard Index)
1.02
1.14
Mean Annual Return
-3.80
0.12
R-squared (against Standard Index)
82
78.24
Standard Deviation
21.99
25.36
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-6.10
N/A
5 Years
Statistic
NTCHX
Category
Alpha (against Standard Index)
0.19
3.75
Beta (against Standard Index)
1.07
1.19
Mean Annual Return
-0.12
0.43
R-squared (against Standard Index)
78
73.64
Standard Deviation
19.09
22.22
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-2.95
N/A
10 Years
Statistic
NTCHX
Category
Alpha (against Standard Index)
0.20
2.22
Beta (against Standard Index)
1.49
1.56
Mean Annual Return
-6.23
0.10
R-squared (against Standard Index)
50
57.55
Standard Deviation
33.84
33.23
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-6.19
N/A
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