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Hansberger International Growth Adv (HIGGX)
On
Dec 16
:
14.97
0.09
(0.60%)
MORE ON HIGGX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
22.98%
Worst 1 Yr Total Return
(2008)
:
-50.26%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HIGGX
Category
Alpha (against Standard Index)
4.88
1.72
Beta (against Standard Index)
1.19
1.03
Mean Annual Return
-3.20
-0.10
R-squared (against Standard Index)
94
93.99
Standard Deviation
29.44
25.56
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-4.59
N/A
5 Years
Statistic
HIGGX
Category
Alpha (against Standard Index)
1.89
0.68
Beta (against Standard Index)
1.17
1.03
Mean Annual Return
5.69
0.57
R-squared (against Standard Index)
93
93.91
Standard Deviation
23.81
20.91
Sharpe Ratio
0.23
N/A
Treynor Ratio
2.31
N/A
10 Years
Statistic
HIGGX
Category
Alpha (against Standard Index)
N/A
-0.08
Beta (against Standard Index)
N/A
1.05
Mean Annual Return
N/A
0.29
R-squared (against Standard Index)
N/A
87.06
Standard Deviation
N/A
20.42
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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