Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Wednesday, December 2, 2009, 10:42AM ET - U.S. Markets close in 5 hours and 18 minutes. Dow Up 0.23% Nasdaq Up 0.97%
Northeast Investors Growth (NTHFX)On Dec 1: 15.01  Up 0.15 (1.01%)  
MORE ON NTHFX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):13.90%
Worst 1 Yr Total Return (2008):-41.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNTHFXCategory
Alpha (against Standard Index)0.492.45
Beta (against Standard Index)1.041.00
Mean Annual Return-7.15-0.24
R-squared (against Standard Index)9188.47
Standard Deviation21.2220.84
Sharpe Ratio-0.35N/A
Treynor Ratio-9.24N/A
5 Years
StatisticNTHFXCategory
Alpha (against Standard Index)0.640.94
Beta (against Standard Index)1.051.01
Mean Annual Return0.610.21
R-squared (against Standard Index)9086.37
Standard Deviation17.6417.46
Sharpe Ratio-0.04N/A
Treynor Ratio-2.30N/A
10 Years
StatisticNTHFXCategory
Alpha (against Standard Index)-0.370.18
Beta (against Standard Index)1.051.04
Mean Annual Return-1.760.04
R-squared (against Standard Index)8978.62
Standard Deviation17.9419.22
Sharpe Ratio-0.17N/A
Treynor Ratio-4.49N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center