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NOSGX: NORTHERN SMALL CAP VALUE FUND NORTHERN SMALL CAP VALUE FUND (MUTUAL FUND)
Basic Info 19.29 0.09(0.47%) April 26
Asset Class: | SMALL VALUE |
MyPlanIQ Rating: | (89%) |
Start Date: | 03/31/1994 |
Last Dividend Date: | 12/21/2023 |
12-Mo. Yield | 1.46% |
Expenses | 1.00% |
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Performance Analytics (As of 04/26/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 03/31/1994 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.1 | -2.2 | 19.7 | 1.9 | 5.8 | 6.4 | 10.7 | 7.7 | 7.9 | 8.0 | -10.5 | 26.2 | -2.3 | 22.3 | -13.8 | 6.0 | 26.7 | -3.3 | 7.1 | 36.4 | 13.8 | -0.6 | 24.6 | 17.8 | -23.4 | -8.7 | 20.3 | 8.1 | 22.6 | 41.6 | -6.2 | 6.1 | 7.0 | 2.3 | -9.7 | 23.8 | 12.4 | 14.6 | -4.3 |
Sharpe Ratio | NA | -0.55 | 0.87 | -0.02 | 0.15 | 0.24 | NA | NA | 0.29 | 0.19 | -0.5 | 1.21 | -0.05 | 1.4 | -0.93 | 0.44 | 1.55 | -0.22 | 0.49 | 2.58 | 0.82 | -0.02 | 0.99 | 0.47 | -0.53 | -0.57 | 1.08 | 0.38 | 1.41 | 2.57 | -0.33 | 0.17 | 0.12 | -0.06 | -0.74 | 1.65 | 0.86 | 0.99 | -1.0 |
Draw Down(%) | NA | 7.1 | 13.6 | 20.9 | 44.7 | 45.7 | NA | NA | 56.9 | 14.5 | 20.2 | 11.8 | 44.7 | 10.0 | 24.7 | 6.6 | 12.7 | 13.4 | 11.2 | 5.9 | 12.4 | 25.8 | 20.4 | 36.0 | 45.7 | 16.0 | 11.8 | 8.9 | 10.4 | 12.5 | 30.5 | 23.2 | 19.9 | 13.2 | 35.1 | 12.9 | 12.0 | 10.9 | 9.7 |
Standard Deviation(%) | NA | 18.9 | 18.2 | 20.7 | 27.8 | 22.4 | NA | NA | 22.0 | 19.5 | 23.7 | 21.7 | 46.9 | 14.9 | 16.2 | 12.3 | 17.1 | 15.5 | 14.4 | 14.1 | 16.9 | 31.5 | 24.8 | 37.8 | 45.4 | 20.7 | 15.8 | 15.5 | 15.4 | 15.9 | 22.0 | 22.3 | 24.5 | 14.9 | 17.6 | 12.2 | 10.3 | 10.9 | 8.9 |
Treynor Ratio | NA | -0.09 | 0.16 | 0.0 | 0.04 | 0.05 | NA | NA | 0.06 | 0.04 | -0.13 | 0.25 | -0.02 | 0.21 | -0.15 | 0.05 | 0.27 | -0.03 | 0.07 | 0.35 | 0.14 | -0.01 | 0.24 | 0.19 | -0.27 | -0.11 | 0.15 | 0.06 | 0.21 | 0.43 | -0.08 | 0.04 | 0.03 | -0.01 | -0.15 | 0.0 | 0.0 | 0.0 | 0.0 |
Alpha | NA | -0.05 | -0.01 | -0.01 | -0.01 | -0.01 | NA | NA | 0.0 | -0.03 | -0.01 | -0.01 | -0.03 | 0.0 | -0.01 | -0.02 | 0.01 | 0.01 | -0.01 | 0.0 | -0.01 | 0.02 | 0.0 | -0.04 | 0.04 | 0.0 | 0.0 | 0.01 | -0.01 | 0.02 | 0.03 | -0.02 | -0.06 | 0.0 | -0.01 | NA | NA | NA | NA |
Beta | NA | 1.16 | 0.98 | 0.95 | 1.01 | 1.02 | NA | NA | 0.98 | 0.9 | 0.94 | 1.03 | 1.05 | 1.02 | 1.02 | 1.11 | 1.0 | 0.99 | 1.03 | 1.02 | 0.98 | 1.0 | 1.03 | 0.95 | 0.91 | 1.07 | 1.12 | 1.06 | 1.05 | 0.95 | 0.87 | 0.93 | 1.12 | 0.89 | 0.87 | NA | NA | NA | NA |
RSquared | NA | 0.87 | 0.84 | 0.88 | 0.94 | 0.94 | NA | NA | 0.89 | 0.74 | 0.96 | 0.86 | 0.98 | 0.97 | 0.97 | 0.92 | 0.94 | 0.95 | 0.93 | 0.94 | 0.82 | 0.97 | 0.99 | 0.99 | 0.88 | 0.98 | 0.97 | 0.97 | 0.97 | 0.95 | 0.97 | 0.8 | 0.77 | 0.55 | 0.71 | 0.0 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 0.0 | 7.9 | 8.1 | 7.4 | 7.1 | 12.2 | 8.1 | N/A | 7.6 | 4.9 | 17.9 | 1.9 | 8.1 | 9.1 | 9.4 | 2.9 | 4.1 | 5.5 | 9.2 | 4.3 | 0.8 | 0.8 | 0.9 | 0.8 | 7.5 | 12.5 | 8.2 | 7.0 | 1.0 | 0.4 | 5.3 | 34.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | 29.5 | 47.6 | 11.2 | 82.8 | 58.0 | N/A | N/A | 29.5 | -69.8 | 792.3 | -73.3 | -31.8 | -6.1 | 314.5 | -36.8 | -22.3 | -28.2 | 143.8 | 433.3 | 20.0 | 0.0 | -9.1 | -91.2 | -36.2 | 56.8 | 31.6 | 850.0 | 150.0 | -92.3 | -89.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/31/1994
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