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Harbor International Inv (HIINX)
On
Dec 22
:
53.56
0.45
(0.85%)
MORE ON HIINX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
32.17%
Worst 1 Yr Total Return
(2008)
:
-42.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HIINX
Category
Alpha (against Standard Index)
6.52
0.11
Beta (against Standard Index)
1.10
1.02
Mean Annual Return
-0.41
-0.23
R-squared (against Standard Index)
96
95.97
Standard Deviation
26.96
24.84
Sharpe Ratio
0.04
N/A
Treynor Ratio
-2.43
N/A
5 Years
Statistic
HIINX
Category
Alpha (against Standard Index)
4.86
0.08
Beta (against Standard Index)
1.11
1.01
Mean Annual Return
9.07
0.51
R-squared (against Standard Index)
95
95.66
Standard Deviation
22.24
20.38
Sharpe Ratio
0.37
N/A
Treynor Ratio
5.50
N/A
10 Years
Statistic
HIINX
Category
Alpha (against Standard Index)
5.84
-0.14
Beta (against Standard Index)
1.07
1.01
Mean Annual Return
7.67
0.28
R-squared (against Standard Index)
94
92.61
Standard Deviation
19.83
18.91
Sharpe Ratio
0.33
N/A
Treynor Ratio
4.46
N/A
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