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Huntington Fixed-Income Securities Instl (HFISX)
On
Dec 18
:
21.88
0.05
(0.23%)
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
6.23%
Worst 1 Yr Total Return
(2005)
:
1.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HFISX
Category
Alpha (against Standard Index)
-0.56
-1.73
Beta (against Standard Index)
1.13
1.02
Mean Annual Return
6.31
0.39
R-squared (against Standard Index)
94
59.65
Standard Deviation
4.72
5.93
Sharpe Ratio
0.83
N/A
Treynor Ratio
3.59
N/A
5 Years
Statistic
HFISX
Category
Alpha (against Standard Index)
-0.62
-1.13
Beta (against Standard Index)
1.10
0.98
Mean Annual Return
5.09
0.35
R-squared (against Standard Index)
95
61.85
Standard Deviation
4.08
4.90
Sharpe Ratio
0.50
N/A
Treynor Ratio
1.90
N/A
10 Years
Statistic
HFISX
Category
Alpha (against Standard Index)
-1.07
-0.67
Beta (against Standard Index)
1.10
0.96
Mean Annual Return
5.64
0.46
R-squared (against Standard Index)
93
70.95
Standard Deviation
4.29
4.48
Sharpe Ratio
0.63
N/A
Treynor Ratio
2.48
N/A
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