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Eagle Growth & Income C (HIGCX)
On
Dec 21
:
11.62
0.09
(0.78%)
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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
(2006)
:
18.64%
Worst 1 Yr Total Return
(2008)
:
-36.22%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HIGCX
Category
Alpha (against Standard Index)
3.89
0.06
Beta (against Standard Index)
0.89
1.00
Mean Annual Return
-1.12
-0.33
R-squared (against Standard Index)
90
95.82
Standard Deviation
18.70
20.42
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.80
N/A
5 Years
Statistic
HIGCX
Category
Alpha (against Standard Index)
4.03
0.04
Beta (against Standard Index)
0.88
1.01
Mean Annual Return
5.14
0.17
R-squared (against Standard Index)
88
95.19
Standard Deviation
15.07
16.64
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.45
N/A
10 Years
Statistic
HIGCX
Category
Alpha (against Standard Index)
2.29
0.81
Beta (against Standard Index)
0.81
0.96
Mean Annual Return
2.44
0.14
R-squared (against Standard Index)
82
91.13
Standard Deviation
14.47
16.39
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.61
N/A
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