• FirefoxUpgrade to the new Firefox »
  •  Dow Up0.15% Nasdaq Up0.36%

    Hodges Equity Income Retl (HDPEX)

    15.16 Up 0.12(0.80%) Dec 19

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up4
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):23.63%
    Worst 1 Yr Total Return(Dec 30, 2011):8.07%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticHDPEXCategory
    Alpha (against Standard Index)-3.95-1.54
    Beta (against Standard Index)0.870.99
    Mean Annual Return1.091.48
    R-squared (against Standard Index)74.2988.55
    Standard Deviation9.159.53
    Sharpe Ratio1.431.87
    Treynor Ratio15.3819.08
    5 Years
    StatisticHDPEXCategory
    Alpha (against Standard Index)0.50-1.75
    Beta (against Standard Index)0.781.00
    Mean Annual Return1.061.16
    R-squared (against Standard Index)84.7793.78
    Standard Deviation10.9213.37
    Sharpe Ratio1.161.05
    Treynor Ratio16.4414.11
    10 Years
    StatisticHDPEXCategory
    Alpha (against Standard Index)N/A-0.96
    Beta (against Standard Index)N/A1.00
    Mean Annual ReturnN/A0.66
    R-squared (against Standard Index)N/A93.49
    Standard DeviationN/A15.24
    Sharpe RatioN/A0.43
    Treynor RatioN/A5.57