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 Dow Down1.88% Nasdaq Down2.09%

Harding Loevner Global Equity Advisor (HLMGX)

32.03 Down 0.55(1.69%) Jul 31

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up13
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2009):40.11%
Worst 1 Yr Total Return(Dec 30, 2008):-38.29%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticHLMGXCategory
Alpha (against Standard Index)4.465.47
Beta (against Standard Index)0.800.81
Mean Annual Return0.840.93
R-squared (against Standard Index)88.4585.24
Standard Deviation14.1114.58
Sharpe Ratio0.710.79
Treynor Ratio11.7113.74
5 Years
StatisticHLMGXCategory
Alpha (against Standard Index)4.294.84
Beta (against Standard Index)0.820.85
Mean Annual Return1.181.26
R-squared (against Standard Index)90.6486.86
Standard Deviation14.6015.49
Sharpe Ratio0.960.98
Treynor Ratio16.8418.15
10 Years
StatisticHLMGXCategory
Alpha (against Standard Index)2.020.87
Beta (against Standard Index)0.810.85
Mean Annual Return0.820.75
R-squared (against Standard Index)92.7688.09
Standard Deviation15.9017.12
Sharpe Ratio0.520.44
Treynor Ratio9.067.38