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Northeast Investors (NTHEX)
On
Dec 24
:
5.82
0.00
(0.00%)
MORE ON NTHEX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
14.38%
Worst 1 Yr Total Return
(2008)
:
-37.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NTHEX
Category
Alpha (against Standard Index)
-4.62
-3.31
Beta (against Standard Index)
0.78
1.15
Mean Annual Return
-1.15
0.30
R-squared (against Standard Index)
3
10.85
Standard Deviation
19.71
15.35
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-4.39
N/A
5 Years
Statistic
NTHEX
Category
Alpha (against Standard Index)
-0.98
-0.58
Beta (against Standard Index)
0.53
0.95
Mean Annual Return
2.10
0.39
R-squared (against Standard Index)
2
9.33
Standard Deviation
15.36
12.17
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.68
N/A
10 Years
Statistic
NTHEX
Category
Alpha (against Standard Index)
0.78
0.41
Beta (against Standard Index)
0.15
0.52
Mean Annual Return
3.51
0.42
R-squared (against Standard Index)
0
3.87
Standard Deviation
11.89
10.75
Sharpe Ratio
0.11
N/A
Treynor Ratio
3.97
N/A
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