The etf secures a Beta (Market Risk) of 0.0471, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Northern Funds' returns are expected to increase less than the market. However, during the bear market, the loss of holding Northern Funds is expected to be smaller as well.
Risk-Adjusted Performance
Weakest
Weak
Strong
Over the last 90 days Northern Funds has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, Northern Funds is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
If you would invest 10,070 in Northern Funds on September 28, 2025 and sell it today you would lose (12.00) from holding Northern Funds or give up 0.12% of portfolio value over 90 days. Northern Funds is currently does not generate positive expected returns and assumes 0.2607% risk (volatility on return distribution) over the 90 days horizon. In different words, 2% of etfs are less volatile than Northern, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon.
Expected Return
Risk
Given the investment horizon of 90 days Northern Funds is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 2.73 times less risky than the market. the firm trades about -0.01 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.12 of returns per unit of risk over similar time horizon.
Northern Funds Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Northern Funds' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Northern Funds, and traders can use it to determine the average amount a Northern Funds' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0059
Best Portfolio
Best Equity
Good Returns
Average Returns
Small Returns
Cash
Small Risk
Average Risk
High Risk
Huge Risk
Negative Returns
TIPC
Based on monthly moving average Northern Funds is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Northern Funds by adding Northern Funds to a well-diversified portfolio.
About Northern Funds Performance
By analyzing Northern Funds' fundamental ratios, stakeholders can gain valuable insights into Northern Funds' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Northern Funds has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Northern Funds has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Northern Funds is entity of United States. It is traded as Etf on NYSE ARCA exchange.
Northern Funds generated a negative expected return over the last 90 days
Northern Funds financial ratios help investors to determine whether Northern Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Northern with respect to the benefits of owning Northern Funds security.