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Harbor Small Cap Growth Inv (HISGX)
On
Dec 23
:
9.83
0.13
(1.34%)
MORE ON HISGX
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Research Reports
Risk
As of 30-Nov-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)
:
13.27%
Worst 1 Yr Total Return
(2008)
:
-40.66%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HISGX
Category
Alpha (against Standard Index)
2.28
0.16
Beta (against Standard Index)
1.09
1.12
Mean Annual Return
-5.03
-0.38
R-squared (against Standard Index)
82
84.86
Standard Deviation
23.83
24.29
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-6.72
N/A
5 Years
Statistic
HISGX
Category
Alpha (against Standard Index)
1.11
-0.01
Beta (against Standard Index)
1.13
1.17
Mean Annual Return
0.82
0.16
R-squared (against Standard Index)
77
80.32
Standard Deviation
20.64
20.99
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.92
N/A
10 Years
Statistic
HISGX
Category
Alpha (against Standard Index)
N/A
4.06
Beta (against Standard Index)
N/A
1.16
Mean Annual Return
N/A
0.37
R-squared (against Standard Index)
N/A
57.27
Standard Deviation
N/A
25.21
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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