SELECTED PER SHARE DATA AND RATIOS (Details) (USD $) In Thousands, except Per Share data, unless otherwise specified	12 Months Ended
	Mar. 31, 2013		Mar. 31, 2012		Mar. 31, 2011		Mar. 31, 2010		Mar. 31, 2009
Per Share Data [Abstract]
Investment income (in dollars per share)	$ 2.84		$ 2.49		$ 2.01		$ 1.63		$ 3.74
Operating expenses (in dollars per share)	$ (2.19)		$ (1.78)		$ (1.50)		$ (1.04)		$ (0.98)
Interest expense (in dollars per share)	$ 0		$ 0		$ 0		$ 0		$ 0
Income taxes (in dollars per share)	$ (0.15)		$ (0.03)		$ (0.03)		$ (0.03)		$ (0.04)
Net investment income (in dollars per share)	$ 0.50		$ 0.68		$ 0.48		$ 0.56		$ 2.72
Distributions from undistributed net investment income (in dollars per share)	$ (0.79)		$ (0.80)		$ (0.80)		$ (0.80)		$ (3.28)
Net realized gain net of tax (in dollars per share)	$ 23.22		$ 2.81		$ 10.36		$ 0.22		$ 2.87
Dividends from capital gains (in dollars per share)	$ (20.29)		$ 0		$ 0		$ 0		$ 0
Net increase (decrease) in unrealized appreciation of investments (in dollars per share)	$ 4.30		$ 20.93		$ 3.46		$ 18.88		$ (42.56)
Exercise of employee stock options (in dollars per share)	$ (0.97)	[1]	$ (0.02)	[1]	$ (0.20)	[1]	$ 0	[1]	$ 0	[1]
Forfeiture/ (Issuance) of restricted stock (in dollars per share)	$ (0.41)	[2]
Stock option expense (in dollars per share)	$ 0.14		$ 0.28		$ 0.26		$ 0.18		$ 0.13
Net change in pension plan funded status (in dollars per share	$ 0.05		$ (0.11)		$ (0.02)		$ 0.12		$ (0.39)
Treasury stock (in dollars per share)	$ 0	[3]	$ 0	[3]	$ 0	[3]	$ 0	[3]	$ 1.40	[3]
Adjustment to initially apply ASC 715, net of tax (in dollars per share)	$ 0		$ 0		$ 0		$ 0		$ 0
Increase (decrease) in net asset value (in dollars per share)	$ 5.75		$ 23.77		$ 13.54		$ 19.16		$ (39.11)
Net asset value, Beginning of period (in dollars per share)	$ 167.45		$ 143.68		$ 130.14		$ 110.98		$ 150.09
Net asset value, End of period (in dollars per share)	$ 173.20		$ 167.45		$ 143.68		$ 130.14		$ 110.98
Ratios and Supplemental Data [Abstract]
Ratio of operating expenses to average net assets (in hundredths)	1.36%		1.07%		1.10%		0.87%		0.71%
Ratio of net investment income to average net assets (in hundredths)	0.31%		0.41%		0.35%		0.47%		1.96%
Portfolio turnover rate (in hundredths)	2.22%		2.15%		2.78%		1.16%		2.51%
Net asset total return (in hundredths)	27.00%		18.07%		18.40%		18.50%		(22.56%)
Shares outstanding at end of period (in shares)	3,809		3,755		3,753		3,741		3,741

[1] Net decrease is due to the exercise of employee stock options at prices less than beginning of period net asset value.

[2] Reflects impact of the different share amounts as a result of issuance or forfeiture of restricted stock during the period.

[3] Net increase is due to purchases of common stock at prices less than beginning period net asset value.