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Northeast Investors (NTHEX)

On Dec 24: 5.82   0.00 (0.00%)

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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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