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Northeast Investors Growth (NTHFX)
On
Dec 1
:
15.01
0.15
(1.01%)
MORE ON NTHFX
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Risk
As of 31-Oct-09
Get
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
Statistic
NTHFX
Category
Alpha (against Standard Index)
0.49
2.45
Beta (against Standard Index)
1.04
1.00
Mean Annual Return
-7.15
-0.24
R-squared (against Standard Index)
91
88.47
Standard Deviation
21.22
20.84
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-9.24
N/A
5 Years
Statistic
NTHFX
Category
Alpha (against Standard Index)
0.64
0.94
Beta (against Standard Index)
1.05
1.01
Mean Annual Return
0.61
0.21
R-squared (against Standard Index)
90
86.37
Standard Deviation
17.64
17.46
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.30
N/A
10 Years
Statistic
NTHFX
Category
Alpha (against Standard Index)
-0.37
0.18
Beta (against Standard Index)
1.05
1.04
Mean Annual Return
-1.76
0.04
R-squared (against Standard Index)
89
78.62
Standard Deviation
17.94
19.22
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.49
N/A
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