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Northeast Investors (NTHEX)
On
Feb 9
:
5.83
0.01
(0.17%)
MORE ON NTHEX
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Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2009)
:
53.74%
Worst 1 Yr Total Return
(2008)
:
-37.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NTHEX
Category
Alpha (against Standard Index)
-4.75
-2.43
Beta (against Standard Index)
0.76
1.04
Mean Annual Return
-1.27
0.35
R-squared (against Standard Index)
3
9.18
Standard Deviation
19.70
15.39
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-4.26
N/A
5 Years
Statistic
NTHEX
Category
Alpha (against Standard Index)
-0.38
0.54
Beta (against Standard Index)
0.47
0.83
Mean Annual Return
2.37
0.44
R-squared (against Standard Index)
1
7.72
Standard Deviation
15.36
12.20
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.15
N/A
10 Years
Statistic
NTHEX
Category
Alpha (against Standard Index)
1.29
0.87
Beta (against Standard Index)
0.12
0.48
Mean Annual Return
3.87
0.45
R-squared (against Standard Index)
0
3.39
Standard Deviation
11.88
10.76
Sharpe Ratio
0.15
N/A
Treynor Ratio
8.52
N/A
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