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Hennessy Gas Utility Investor (GASFX)

27.65 Up 0.05(0.18%) May 31

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up19
Number of Years Down7
Best 1 Yr Total Return(Dec 30, 2013):25.42%
Worst 1 Yr Total Return(Dec 30, 2008):-28.30%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)3.723.36
Beta (against Standard Index)0.620.55
Mean Annual Return0.610.54
R-squared (against Standard Index)36.2933.33
Standard Deviation12.4012.25
Sharpe Ratio0.580.52
Treynor Ratio10.6512.26
5 Years
Alpha (against Standard Index)8.386.21
Beta (against Standard Index)0.530.46
Mean Annual Return0.950.73
R-squared (against Standard Index)37.6734.89
Standard Deviation11.8311.34
Sharpe Ratio0.950.77
Treynor Ratio20.8822.86
10 Years
Alpha (against Standard Index)6.844.28
Beta (against Standard Index)0.630.60
Mean Annual Return0.880.66
R-squared (against Standard Index)59.9554.96
Standard Deviation13.8213.93
Sharpe Ratio0.690.50
Treynor Ratio14.3310.61