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Huntington Mid Corp America Instl (HMATX)
On
Dec 9
:
12.69
0.00
(0.00%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
17.40%
Worst 1 Yr Total Return
(2008)
:
-37.51%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HMATX
Category
Alpha (against Standard Index)
2.70
2.78
Beta (against Standard Index)
1.06
1.14
Mean Annual Return
-5.32
-0.31
R-squared (against Standard Index)
91
88.48
Standard Deviation
21.63
23.83
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-7.33
N/A
5 Years
Statistic
HMATX
Category
Alpha (against Standard Index)
1.76
2.11
Beta (against Standard Index)
1.06
1.17
Mean Annual Return
1.66
0.29
R-squared (against Standard Index)
89
86.78
Standard Deviation
17.89
20.06
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.28
N/A
10 Years
Statistic
HMATX
Category
Alpha (against Standard Index)
N/A
6.25
Beta (against Standard Index)
N/A
1.05
Mean Annual Return
N/A
0.54
R-squared (against Standard Index)
N/A
72.80
Standard Deviation
N/A
19.97
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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