• FirefoxUpgrade to the new Firefox »
  •  Dow Up1.31% Nasdaq Up0.98%

    Madison Hansberger International Gr I (HITGX)

    15.70 Up 0.03(0.19%) Jan 29

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up8
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):52.20%
    Worst 1 Yr Total Return(Dec 30, 2008):-50.10%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.952.57
    Beta (against Standard Index)1.040.90
    Mean Annual Return0.740.92
    R-squared (against Standard Index)93.8889.11
    Standard Deviation13.9512.33
    Sharpe Ratio0.630.90
    Treynor Ratio7.8612.10
    5 Years
    Alpha (against Standard Index)-1.991.82
    Beta (against Standard Index)1.100.96
    Mean Annual Return0.350.61
    R-squared (against Standard Index)95.8393.29
    Standard Deviation18.4616.44
    Sharpe Ratio0.220.44
    Treynor Ratio2.276.36
    10 Years
    Alpha (against Standard Index)-1.130.17
    Beta (against Standard Index)1.100.95
    Mean Annual Return0.520.56
    R-squared (against Standard Index)95.9894.37
    Standard Deviation21.2018.42
    Sharpe Ratio0.220.29
    Treynor Ratio2.283.86