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Hansberger Instl Emerging Markets Instl (HEMGX)
On
Dec 7
:
2.22
0.01
(0.45%)
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
30.99%
Worst 1 Yr Total Return
(2008)
:
-51.64%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HEMGX
Category
Alpha (against Standard Index)
12.77
12.35
Beta (against Standard Index)
1.24
1.29
Mean Annual Return
4.11
0.71
R-squared (against Standard Index)
87
87.52
Standard Deviation
31.89
33.07
Sharpe Ratio
0.21
N/A
Treynor Ratio
1.36
N/A
5 Years
Statistic
HEMGX
Category
Alpha (against Standard Index)
8.63
9.15
Beta (against Standard Index)
1.28
1.29
Mean Annual Return
13.72
1.44
R-squared (against Standard Index)
85
85.78
Standard Deviation
27.39
27.65
Sharpe Ratio
0.50
N/A
Treynor Ratio
8.39
N/A
10 Years
Statistic
HEMGX
Category
Alpha (against Standard Index)
9.72
9.81
Beta (against Standard Index)
1.21
1.23
Mean Annual Return
10.96
1.14
R-squared (against Standard Index)
77
76.71
Standard Deviation
24.81
25.41
Sharpe Ratio
0.43
N/A
Treynor Ratio
6.59
N/A
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