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Harbor Mid Cap Growth Inv (HIMGX)
On
Dec 2
:
6.66
0.07
(1.06%)
MORE ON HIMGX
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Risk
As of 31-Oct-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
(2007)
:
22.57%
Worst 1 Yr Total Return
(2008)
:
-42.90%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HIMGX
Category
Alpha (against Standard Index)
3.67
3.31
Beta (against Standard Index)
1.10
1.09
Mean Annual Return
-5.11
-0.23
R-squared (against Standard Index)
85
84.23
Standard Deviation
23.42
23.37
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-6.84
N/A
5 Years
Statistic
HIMGX
Category
Alpha (against Standard Index)
3.77
2.25
Beta (against Standard Index)
1.14
1.13
Mean Annual Return
3.20
0.31
R-squared (against Standard Index)
82
81.04
Standard Deviation
20.03
20.00
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.16
N/A
10 Years
Statistic
HIMGX
Category
Alpha (against Standard Index)
N/A
4.42
Beta (against Standard Index)
N/A
1.13
Mean Annual Return
N/A
0.37
R-squared (against Standard Index)
N/A
60.91
Standard Deviation
N/A
23.71
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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