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Hancock Horizon Strategic Inc Bd Tr (HHBTX)
On
Dec 15
:
16.00
0.03
(0.19%)
MORE ON HHBTX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
6.42%
Worst 1 Yr Total Return
(2005)
:
1.16%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HHBTX
Category
Alpha (against Standard Index)
-0.35
-1.73
Beta (against Standard Index)
1.05
1.02
Mean Annual Return
6.24
0.39
R-squared (against Standard Index)
94
59.65
Standard Deviation
4.39
5.93
Sharpe Ratio
0.87
N/A
Treynor Ratio
3.77
N/A
5 Years
Statistic
HHBTX
Category
Alpha (against Standard Index)
-0.43
-1.13
Beta (against Standard Index)
1.01
0.98
Mean Annual Return
5.06
0.35
R-squared (against Standard Index)
94
61.85
Standard Deviation
3.73
4.90
Sharpe Ratio
0.54
N/A
Treynor Ratio
2.05
N/A
10 Years
Statistic
HHBTX
Category
Alpha (against Standard Index)
N/A
-0.67
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.46
R-squared (against Standard Index)
N/A
70.95
Standard Deviation
N/A
4.48
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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