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    Northeast Investors Trust (NTHEX)

    4.15 Up 0.01(0.24%) Apr 29

    Risk as of Mar 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up44
    Number of Years Down21
    Best 1 Yr Total Return(Dec 30, 2009):53.74%
    Worst 1 Yr Total Return(Dec 30, 2008):-37.29%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticNTHEXCategory
    Alpha (against Standard Index)-8.02-0.31
    Beta (against Standard Index)-0.450.59
    Mean Annual Return-0.760.10
    R-squared (against Standard Index)1.6111.29
    Standard Deviation10.635.59
    Sharpe Ratio-0.860.26
    Treynor Ratio20.632.55
    5 Years
    StatisticNTHEXCategory
    Alpha (against Standard Index)-0.432.57
    Beta (against Standard Index)-0.520.36
    Mean Annual Return-0.190.33
    R-squared (against Standard Index)2.163.11
    Standard Deviation9.846.43
    Sharpe Ratio-0.240.65
    Treynor Ratio5.389.37
    10 Years
    StatisticNTHEXCategory
    Alpha (against Standard Index)-0.012.28
    Beta (against Standard Index)0.120.68
    Mean Annual Return0.130.49
    R-squared (against Standard Index)0.085.43
    Standard Deviation13.119.70
    Sharpe Ratio0.030.51
    Treynor Ratio-3.816.89