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Hancock Horizon Value C (HHGCX)
On
Dec 18
:
17.54
0.02
(0.11%)
MORE ON HHGCX
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Risk
As of 30-Nov-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
(2004)
:
22.15%
Worst 1 Yr Total Return
(2008)
:
-35.14%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HHGCX
Category
Alpha (against Standard Index)
-3.55
-1.37
Beta (against Standard Index)
0.88
1.02
Mean Annual Return
-8.20
-0.45
R-squared (against Standard Index)
91
94.58
Standard Deviation
18.42
20.79
Sharpe Ratio
-0.49
N/A
Treynor Ratio
-11.86
N/A
5 Years
Statistic
HHGCX
Category
Alpha (against Standard Index)
-0.53
-0.29
Beta (against Standard Index)
0.90
1.01
Mean Annual Return
0.33
0.14
R-squared (against Standard Index)
87
93.49
Standard Deviation
15.59
16.81
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-2.94
N/A
10 Years
Statistic
HHGCX
Category
Alpha (against Standard Index)
N/A
2.74
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
81.33
Standard Deviation
N/A
15.97
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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