• FirefoxUpgrade to the new Firefox »
  •  Dow Down1.12% Nasdaq Down0.93%

    Hennessy Cornerstone Growth Investor (HFCGX)

    19.37 Down 0.11(0.56%) Jan 27

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up14
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2003):45.82%
    Worst 1 Yr Total Return(Dec 30, 2008):-43.69%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)3.31-5.11
    Beta (against Standard Index)1.101.17
    Mean Annual Return2.031.44
    R-squared (against Standard Index)61.3069.88
    Standard Deviation12.8012.81
    Sharpe Ratio1.901.36
    Treynor Ratio23.8415.24
    5 Years
    Alpha (against Standard Index)-5.34-3.49
    Beta (against Standard Index)1.401.22
    Mean Annual Return1.341.26
    R-squared (against Standard Index)78.8383.83
    Standard Deviation20.5117.35
    Sharpe Ratio0.780.88
    Treynor Ratio10.6011.94
    10 Years
    Alpha (against Standard Index)-3.58-0.64
    Beta (against Standard Index)1.211.18
    Mean Annual Return0.530.76
    R-squared (against Standard Index)70.1882.83
    Standard Deviation21.1619.09
    Sharpe Ratio0.230.40
    Treynor Ratio2.225.19