Skip to search.
 TSX Up0.84% TSX Ventures 0.00%

Northern Instl Large Cap Growth Port C (BFGCX)

13.03 Down 0.04(0.31%) Nov 22


Risk as of 2011-10-30Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up10
Number of Years Down4
Best 1 Yr Total Return(1998-12-30):36.18%
Worst 1 Yr Total Return(2008-12-30):-40.41%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticBFGCXCategory
Alpha (against Standard Index)1.19-2.48
Beta (against Standard Index)0.961.08
Mean Annual Return1.110.98
R-squared (against Standard Index)93.2092.65
Standard Deviation19.3816.81
Sharpe Ratio0.680.70
Treynor Ratio12.5910.12
5 Years
StatisticBFGCXCategory
Alpha (against Standard Index)1.61-0.57
Beta (against Standard Index)0.971.02
Mean Annual Return0.300.54
R-squared (against Standard Index)90.2791.10
Standard Deviation19.4020.13
Sharpe Ratio0.110.31
Treynor Ratio0.294.17
10 Years
StatisticBFGCXCategory
Alpha (against Standard Index)-1.70-0.28
Beta (against Standard Index)0.941.04
Mean Annual Return0.250.73
R-squared (against Standard Index)88.3987.52
Standard Deviation16.0416.34
Sharpe Ratio0.070.43
Treynor Ratio-0.195.67