The etf secures a Beta (Market Risk) of 0.0248, 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.
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Compared to the overall equity markets, risk-adjusted returns on investments in Northern Funds are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, Northern Funds is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
If you would invest 9,959 in Northern Funds on September 26, 2025 and sell it today you would earn a total of 29.00 from holding Northern Funds or generate 0.29% return on investment over 90 days. Northern Funds is currently generating 0.0047% in daily expected returns and assumes 0.1483% risk (volatility on return distribution) over the 90 days horizon. In different words, 1% 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.
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Given the investment horizon of 90 days Northern Funds is expected to generate 18.21 times less return on investment than the market. But when comparing it to its historical volatility, the company is 4.8 times less risky than the market. It trades about 0.03 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 = 0.0314
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Based on monthly moving average Northern Funds is performing at about 2% of its full potential. 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 it 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 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.