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    Northeast Investors (NTHEX)

    5.55 0.00(0.00%) Apr 17

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up44
    Number of Years Down20
    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)6.004.80
    Beta (against Standard Index)-0.450.46
    Mean Annual Return0.390.52
    R-squared (against Standard Index)3.0010.69
    Standard Deviation7.534.44
    Sharpe Ratio0.621.46
    Treynor Ratio-9.8720.69
    5 Years
    StatisticNTHEXCategory
    Alpha (against Standard Index)8.086.36
    Beta (against Standard Index)-0.590.23
    Mean Annual Return0.470.62
    R-squared (against Standard Index)4.161.83
    Standard Deviation8.106.35
    Sharpe Ratio0.681.19
    Treynor Ratio-9.0729.43
    10 Years
    StatisticNTHEXCategory
    Alpha (against Standard Index)3.253.44
    Beta (against Standard Index)0.100.62
    Mean Annual Return0.420.58
    R-squared (against Standard Index)0.075.14
    Standard Deviation12.279.45
    Sharpe Ratio0.290.60
    Treynor Ratio29.469.03