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    Holland Balanced (HOLBX)

    19.67 Up 0.08(0.41%) Apr 24

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up15
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):23.14%
    Worst 1 Yr Total Return(Dec 30, 2008):-20.36%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticHOLBXCategory
    Alpha (against Standard Index)1.660.12
    Beta (against Standard Index)1.011.32
    Mean Annual Return0.810.88
    R-squared (against Standard Index)67.5692.46
    Standard Deviation7.698.62
    Sharpe Ratio1.251.23
    Treynor Ratio9.688.17
    5 Years
    StatisticHOLBXCategory
    Alpha (against Standard Index)0.87-1.52
    Beta (against Standard Index)0.981.38
    Mean Annual Return0.760.83
    R-squared (against Standard Index)79.0895.05
    Standard Deviation9.2611.86
    Sharpe Ratio0.970.84
    Treynor Ratio9.107.09
    10 Years
    StatisticHOLBXCategory
    Alpha (against Standard Index)0.06-2.10
    Beta (against Standard Index)0.861.37
    Mean Annual Return0.530.59
    R-squared (against Standard Index)80.1893.50
    Standard Deviation9.3013.71
    Sharpe Ratio0.530.42
    Treynor Ratio5.363.60