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Hancock Horizon Value Tr (HHGTX)
On
Dec 14
:
18.18
0.20
(1.11%)
MORE ON HHGTX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
23.34%
Worst 1 Yr Total Return
(2008)
:
-34.49%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HHGTX
Category
Alpha (against Standard Index)
-2.60
-1.37
Beta (against Standard Index)
0.89
1.02
Mean Annual Return
-7.32
-0.45
R-squared (against Standard Index)
91
94.58
Standard Deviation
18.44
20.79
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-10.85
N/A
5 Years
Statistic
HHGTX
Category
Alpha (against Standard Index)
0.44
-0.29
Beta (against Standard Index)
0.91
1.01
Mean Annual Return
1.31
0.14
R-squared (against Standard Index)
87
93.49
Standard Deviation
15.60
16.81
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-1.86
N/A
10 Years
Statistic
HHGTX
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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