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Rational Risk Managed Emerging Mkts Intl (HGSIX)

7.09 Up 0.05(0.71%) Jul 28

Risk as of Jun 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up4
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2010):15.85%
Worst 1 Yr Total Return(Dec 30, 2011):-16.67%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticHGSIXCategory
Alpha (against Standard Index)3.03-2.15
Beta (against Standard Index)0.720.97
Mean Annual Return0.38-0.02
R-squared (against Standard Index)68.5572.38
Standard Deviation11.5215.17
Sharpe Ratio0.38-0.02
Treynor Ratio5.34-1.37
5 Years
StatisticHGSIXCategory
Alpha (against Standard Index)-0.56-3.00
Beta (against Standard Index)0.911.04
Mean Annual Return0.05-0.14
R-squared (against Standard Index)79.4781.30
Standard Deviation15.8117.90
Sharpe Ratio0.04-0.09
Treynor Ratio-0.78-3.08
10 Years
StatisticHGSIXCategory
Alpha (against Standard Index)N/A1.80
Beta (against Standard Index)N/A1.12
Mean Annual ReturnN/A0.49
R-squared (against Standard Index)N/A87.51
Standard DeviationN/A22.87
Sharpe RatioN/A0.22
Treynor RatioN/A2.10