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Hodges Retail (HDPMX)

47.93 Up 0.82(1.74%) Jan 24

Risk as of Dec 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up19
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2003):80.24%
Worst 1 Yr Total Return(Dec 30, 2008):-49.49%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticHDPMXCategory
Alpha (against Standard Index)-1.70-4.79
Beta (against Standard Index)1.451.06
Mean Annual Return0.950.40
R-squared (against Standard Index)60.7574.37
Standard Deviation19.9513.30
Sharpe Ratio0.560.36
Treynor Ratio6.753.75
5 Years
StatisticHDPMXCategory
Alpha (against Standard Index)0.27-3.22
Beta (against Standard Index)1.341.06
Mean Annual Return1.621.00
R-squared (against Standard Index)60.7076.04
Standard Deviation17.8412.77
Sharpe Ratio1.080.94
Treynor Ratio14.3611.04
10 Years
StatisticHDPMXCategory
Alpha (against Standard Index)-1.28-0.27
Beta (against Standard Index)1.361.09
Mean Annual Return0.770.69
R-squared (against Standard Index)77.7483.92
Standard Deviation23.6418.16
Sharpe Ratio0.360.42
Treynor Ratio4.335.65