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Harbor Short Duration Instl (HASDX)
On
Dec 24
:
7.74
0.01
(0.13%)
MORE ON HASDX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
4.78%
Worst 1 Yr Total Return
(2008)
:
-3.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HASDX
Category
Alpha (against Standard Index)
-0.57
-0.15
Beta (against Standard Index)
0.05
0.36
Mean Annual Return
1.89
0.30
R-squared (against Standard Index)
1
33.68
Standard Deviation
2.19
3.31
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-6.98
N/A
5 Years
Statistic
HASDX
Category
Alpha (against Standard Index)
-0.46
-0.52
Beta (against Standard Index)
0.06
0.38
Mean Annual Return
2.64
0.28
R-squared (against Standard Index)
2
36.19
Standard Deviation
1.73
2.73
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-6.16
N/A
10 Years
Statistic
HASDX
Category
Alpha (against Standard Index)
0.03
-0.19
Beta (against Standard Index)
0.11
0.43
Mean Annual Return
3.34
0.35
R-squared (against Standard Index)
10
45.24
Standard Deviation
1.43
2.61
Sharpe Ratio
0.32
N/A
Treynor Ratio
3.77
N/A
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