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Huntington International Equity Instl (HIETX)
On
Dec 9
:
10.63
0.07
(0.65%)
MORE ON HIETX
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Risk
As of 31-Oct-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
(2006)
:
27.04%
Worst 1 Yr Total Return
(2008)
:
-41.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HIETX
Category
Alpha (against Standard Index)
2.12
-0.52
Beta (against Standard Index)
0.94
1.01
Mean Annual Return
-2.71
-0.25
R-squared (against Standard Index)
96
96.20
Standard Deviation
23.09
24.79
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-5.43
N/A
5 Years
Statistic
HIETX
Category
Alpha (against Standard Index)
1.84
-0.43
Beta (against Standard Index)
0.95
1.01
Mean Annual Return
6.96
0.55
R-squared (against Standard Index)
96
95.85
Standard Deviation
19.34
20.52
Sharpe Ratio
0.30
N/A
Treynor Ratio
4.12
N/A
10 Years
Statistic
HIETX
Category
Alpha (against Standard Index)
N/A
-0.03
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
92.22
Standard Deviation
N/A
19.09
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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