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HSBC Investor Wld Sel Cnsrv Gr Strat A (HACGX)
On
Dec 17
:
10.30
0.06
(0.58%)
MORE ON HACGX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
9.68%
Worst 1 Yr Total Return
(2008)
:
-23.02%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HACGX
Category
Alpha (against Standard Index)
-1.36
-0.95
Beta (against Standard Index)
0.81
0.74
Mean Annual Return
-0.01
0.09
R-squared (against Standard Index)
95
87.00
Standard Deviation
10.99
10.61
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-2.83
N/A
5 Years
Statistic
HACGX
Category
Alpha (against Standard Index)
N/A
-1.38
Beta (against Standard Index)
N/A
0.71
Mean Annual Return
N/A
0.27
R-squared (against Standard Index)
N/A
85.46
Standard Deviation
N/A
8.33
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
HACGX
Category
Alpha (against Standard Index)
N/A
-0.99
Beta (against Standard Index)
N/A
0.72
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
80.09
Standard Deviation
N/A
8.09
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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