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Hodges (HDPMX)

36.86 Up 0.51(1.40%) Oct 17

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up17
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2003):80.24%
Worst 1 Yr Total Return(Dec 30, 2008):-49.49%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticHDPMXCategory
Alpha (against Standard Index)0.44-3.64
Beta (against Standard Index)1.301.14
Mean Annual Return2.361.73
R-squared (against Standard Index)72.2083.50
Standard Deviation16.1913.18
Sharpe Ratio1.741.59
Treynor Ratio23.5119.49
5 Years
StatisticHDPMXCategory
Alpha (against Standard Index)-2.00-2.35
Beta (against Standard Index)1.311.13
Mean Annual Return1.531.27
R-squared (against Standard Index)75.2286.50
Standard Deviation19.9616.10
Sharpe Ratio0.910.96
Treynor Ratio13.3913.35
10 Years
StatisticHDPMXCategory
Alpha (against Standard Index)0.660.04
Beta (against Standard Index)1.381.14
Mean Annual Return1.030.83
R-squared (against Standard Index)80.7085.97
Standard Deviation22.6018.17
Sharpe Ratio0.480.47
Treynor Ratio6.296.22