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Henderson Japan-Asia Focus C (HFJCX)
On
Dec 18
:
6.51
0.05
(0.76%)
MORE ON HFJCX
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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:
0
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
-8.48%
Worst 1 Yr Total Return
(2008)
:
-26.66%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HFJCX
Category
Alpha (against Standard Index)
-7.85
-12.18
Beta (against Standard Index)
0.79
0.85
Mean Annual Return
-11.37
-1.18
R-squared (against Standard Index)
71
77.18
Standard Deviation
22.36
23.08
Sharpe Ratio
-0.53
N/A
Treynor Ratio
-17.21
N/A
5 Years
Statistic
HFJCX
Category
Alpha (against Standard Index)
N/A
-7.87
Beta (against Standard Index)
N/A
0.89
Mean Annual Return
N/A
-0.18
R-squared (against Standard Index)
N/A
67.61
Standard Deviation
N/A
21.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
HFJCX
Category
Alpha (against Standard Index)
N/A
-6.57
Beta (against Standard Index)
N/A
0.81
Mean Annual Return
N/A
-0.26
R-squared (against Standard Index)
N/A
49.19
Standard Deviation
N/A
21.00
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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