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Direxion HCM Freedom Svc (HCMFX)
On
Dec 15
:
15.40
0.00
(0.00%)
MORE ON HCMFX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
1
Number of Years Down:
3
Best 1 Yr Total Return
(2007)
:
7.87%
Worst 1 Yr Total Return
(2008)
:
-10.33%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HCMFX
Category
Alpha (against Standard Index)
0.92
2.20
Beta (against Standard Index)
0.17
0.99
Mean Annual Return
1.45
-0.14
R-squared (against Standard Index)
8
88.76
Standard Deviation
11.84
21.04
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-4.83
N/A
5 Years
Statistic
HCMFX
Category
Alpha (against Standard Index)
N/A
0.80
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.24
R-squared (against Standard Index)
N/A
86.59
Standard Deviation
N/A
17.50
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
HCMFX
Category
Alpha (against Standard Index)
N/A
-0.13
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.05
R-squared (against Standard Index)
N/A
78.99
Standard Deviation
N/A
19.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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