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    Hennessy Cornerstone Growth Investor (HFCGX)

    19.79 Down 0.16(0.80%) Sep 23

    Risk as of Aug 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up14
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2003):45.82%
    Worst 1 Yr Total Return(Dec 30, 2008):-43.69%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.33-3.35
    Beta (against Standard Index)0.940.98
    Mean Annual Return0.940.72
    R-squared (against Standard Index)68.7678.28
    Standard Deviation12.4012.15
    Sharpe Ratio0.900.72
    Treynor Ratio11.548.46
    5 Years
    Alpha (against Standard Index)-2.54-3.24
    Beta (against Standard Index)1.241.07
    Mean Annual Return1.281.02
    R-squared (against Standard Index)70.4783.18
    Standard Deviation17.3313.82
    Sharpe Ratio0.880.89
    Treynor Ratio11.8911.18
    10 Years
    Alpha (against Standard Index)-4.20-0.72
    Beta (against Standard Index)1.131.09
    Mean Annual Return0.440.70
    R-squared (against Standard Index)72.8986.37
    Standard Deviation20.2817.90
    Sharpe Ratio0.220.42
    Treynor Ratio2.065.70