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Wednesday, December 16, 2009, 8:46PM ET - U.S. Markets Closed.
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Huntington Income-Equity Instl (HIEFX)
On
Dec 16
:
18.64
0.03
(0.16%)
MORE ON HIEFX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
13.16%
Worst 1 Yr Total Return
(2008)
:
-38.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HIEFX
Category
Alpha (against Standard Index)
-2.26
-1.37
Beta (against Standard Index)
1.05
1.02
Mean Annual Return
-8.54
-0.45
R-squared (against Standard Index)
93
94.58
Standard Deviation
21.59
20.79
Sharpe Ratio
-0.41
N/A
Treynor Ratio
-10.31
N/A
5 Years
Statistic
HIEFX
Category
Alpha (against Standard Index)
-3.15
-0.29
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
-2.62
0.14
R-squared (against Standard Index)
90
93.49
Standard Deviation
17.12
16.81
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-5.54
N/A
10 Years
Statistic
HIEFX
Category
Alpha (against Standard Index)
0.54
2.74
Beta (against Standard Index)
0.82
0.88
Mean Annual Return
0.49
0.31
R-squared (against Standard Index)
75
81.33
Standard Deviation
15.26
15.97
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-2.98
N/A
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