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Hennessy Gas Utility Index Investor (GASFX)

31.01 Down 0.02(0.06%) Sep 18

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up18
Number of Years Down6
Best 1 Yr Total Return(Dec 30, 2000):55.86%
Worst 1 Yr Total Return(Dec 30, 2008):-28.30%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticGASFXCategory
Alpha (against Standard Index)11.817.98
Beta (against Standard Index)0.560.46
Mean Annual Return1.651.21
R-squared (against Standard Index)39.5235.46
Standard Deviation11.9911.16
Sharpe Ratio1.641.30
Treynor Ratio36.9336.03
5 Years
StatisticGASFXCategory
Alpha (against Standard Index)12.396.82
Beta (against Standard Index)0.600.55
Mean Annual Return1.651.14
R-squared (against Standard Index)53.6550.81
Standard Deviation11.9611.54
Sharpe Ratio1.651.18
Treynor Ratio34.5926.00
10 Years
StatisticGASFXCategory
Alpha (against Standard Index)7.594.67
Beta (against Standard Index)0.640.61
Mean Annual Return1.160.90
R-squared (against Standard Index)61.7557.04
Standard Deviation13.4413.52
Sharpe Ratio0.920.68
Treynor Ratio19.1214.44