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    Hodges Small Cap Retail (HDPSX)

    18.55 0.00(0.00%) Aug 26

    Risk as of Jul 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up6
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):49.22%
    Worst 1 Yr Total Return(Dec 30, 2008):-40.62%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticHDPSXCategory
    Alpha (against Standard Index)-6.66-5.13
    Beta (against Standard Index)1.151.05
    Mean Annual Return0.520.55
    R-squared (against Standard Index)70.2967.47
    Standard Deviation15.2514.26
    Sharpe Ratio0.400.47
    Treynor Ratio4.465.57
    5 Years
    StatisticHDPSXCategory
    Alpha (against Standard Index)-4.80-5.49
    Beta (against Standard Index)1.261.19
    Mean Annual Return1.000.86
    R-squared (against Standard Index)78.2078.62
    Standard Deviation17.2216.18
    Sharpe Ratio0.690.64
    Treynor Ratio8.727.96
    10 Years
    StatisticHDPSXCategory
    Alpha (against Standard Index)N/A-1.40
    Beta (against Standard Index)N/A1.16
    Mean Annual ReturnN/A0.71
    R-squared (against Standard Index)N/A83.12
    Standard DeviationN/A19.38
    Sharpe RatioN/A0.39
    Treynor RatioN/A5.14