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Hennessy Total Return (HDOGX)
On
Dec 16
:
9.72
0.02
(0.21%)
MORE ON HDOGX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
21.83%
Worst 1 Yr Total Return
(2008)
:
-31.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HDOGX
Category
Alpha (against Standard Index)
-1.58
-1.37
Beta (against Standard Index)
0.85
1.02
Mean Annual Return
-6.09
-0.45
R-squared (against Standard Index)
84
94.58
Standard Deviation
18.34
20.79
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-9.86
N/A
5 Years
Statistic
HDOGX
Category
Alpha (against Standard Index)
-0.74
-0.29
Beta (against Standard Index)
0.83
1.01
Mean Annual Return
0.34
0.14
R-squared (against Standard Index)
80
93.49
Standard Deviation
14.82
16.81
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-3.21
N/A
10 Years
Statistic
HDOGX
Category
Alpha (against Standard Index)
1.57
2.74
Beta (against Standard Index)
0.74
0.88
Mean Annual Return
1.81
0.31
R-squared (against Standard Index)
68
81.33
Standard Deviation
14.64
15.97
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.50
N/A
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