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 Dow Down0.08% Nasdaq Down0.11%

HSBC Investor Overseas Equity A (HOEAX)

3.53 Down 0.02(0.56%) Jan 30


Risk as of Dec 30, 2011Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up10
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 1999):68.71%
Worst 1 Yr Total Return(Dec 30, 2008):-49.23%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticHOEAXCategory
Alpha (against Standard Index)-2.59-1.19
Beta (against Standard Index)1.080.98
Mean Annual Return0.670.64
R-squared (against Standard Index)96.5495.57
Standard Deviation24.9519.58
Sharpe Ratio0.320.40
Treynor Ratio4.706.16
5 Years
StatisticHOEAXCategory
Alpha (against Standard Index)-3.59-0.66
Beta (against Standard Index)1.081.02
Mean Annual Return-0.510.10
R-squared (against Standard Index)96.8696.16
Standard Deviation24.9524.04
Sharpe Ratio-0.300.04
Treynor Ratio-9.42-1.90
10 Years
StatisticHOEAXCategory
Alpha (against Standard Index)-2.47-0.42
Beta (against Standard Index)1.071.00
Mean Annual Return0.350.85
R-squared (against Standard Index)96.4794.64
Standard Deviation20.4718.76
Sharpe Ratio0.110.46
Treynor Ratio0.177.06