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Thursday, December 17, 2009, 6:51PM ET - U.S. Markets Closed.
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Hennessy Cornerstone Growth Inst (HICGX)
On
Dec 17
:
9.41
0.17
(1.77%)
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HICGX
Category
Alpha (against Standard Index)
-11.92
1.45
Beta (against Standard Index)
0.97
1.13
Mean Annual Return
-16.91
-0.27
R-squared (against Standard Index)
72
88.11
Standard Deviation
22.62
23.88
Sharpe Ratio
-0.79
N/A
Treynor Ratio
-19.76
N/A
5 Years
Statistic
HICGX
Category
Alpha (against Standard Index)
-5.31
1.17
Beta (against Standard Index)
1.07
1.15
Mean Annual Return
-5.61
0.26
R-squared (against Standard Index)
63
86.34
Standard Deviation
21.57
19.90
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-8.03
N/A
10 Years
Statistic
HICGX
Category
Alpha (against Standard Index)
5.29
5.72
Beta (against Standard Index)
0.95
1.04
Mean Annual Return
4.05
0.53
R-squared (against Standard Index)
56
73.17
Standard Deviation
20.66
19.87
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.18
N/A
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