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Hennessy Cornerstone Value Inst (HICVX)
On
Dec 18
:
11.38
0.03
(0.26%)
MORE ON HICVX
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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
HICVX
Category
Alpha (against Standard Index)
3.67
-1.37
Beta (against Standard Index)
1.31
1.02
Mean Annual Return
-5.88
-0.45
R-squared (against Standard Index)
85
94.58
Standard Deviation
28.12
20.79
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-6.24
N/A
5 Years
Statistic
HICVX
Category
Alpha (against Standard Index)
1.10
-0.29
Beta (against Standard Index)
1.27
1.01
Mean Annual Return
0.45
0.14
R-squared (against Standard Index)
84
93.49
Standard Deviation
22.14
16.81
Sharpe Ratio
0.00
N/A
Treynor Ratio
-2.01
N/A
10 Years
Statistic
HICVX
Category
Alpha (against Standard Index)
4.73
2.74
Beta (against Standard Index)
1.03
0.88
Mean Annual Return
3.49
0.31
R-squared (against Standard Index)
70
81.33
Standard Deviation
19.91
15.97
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.55
N/A
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