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 Dow Down0.16% Nasdaq Up0.40%

Northeast Investors (NTHEX)

6.66 0.00(0.00%) Jul 23

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up44
Number of Years Down19
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
Alpha (against Standard Index)10.587.14
Beta (against Standard Index)-0.460.26
Mean Annual Return0.750.68
R-squared (against Standard Index)3.602.14
Standard Deviation6.756.43
Sharpe Ratio1.321.30
Treynor Ratio-19.608.47
5 Years
Alpha (against Standard Index)13.6210.65
Beta (against Standard Index)-0.070.29
Mean Annual Return1.121.01
R-squared (against Standard Index)0.062.10
Standard Deviation7.676.82
Sharpe Ratio1.741.79
Treynor Ratio-202.2069.98
10 Years
Alpha (against Standard Index)4.684.10
Beta (against Standard Index)0.190.65
Mean Annual Return0.580.65
R-squared (against Standard Index)0.285.49
Standard Deviation11.789.49
Sharpe Ratio0.450.66
Treynor Ratio25.079.79