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HSBC Investor Opportunity B (HOPBX)
On
Dec 4
:
6.79
0.06
(0.89%)
MORE ON HOPBX
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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
(2007)
:
23.19%
Worst 1 Yr Total Return
(2008)
:
-41.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HOPBX
Category
Alpha (against Standard Index)
5.29
3.31
Beta (against Standard Index)
0.98
1.09
Mean Annual Return
-2.10
-0.23
R-squared (against Standard Index)
80
84.23
Standard Deviation
21.29
23.37
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-4.63
N/A
5 Years
Statistic
HOPBX
Category
Alpha (against Standard Index)
4.50
2.25
Beta (against Standard Index)
1.01
1.13
Mean Annual Return
4.52
0.31
R-squared (against Standard Index)
77
81.04
Standard Deviation
18.30
20.00
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.48
N/A
10 Years
Statistic
HOPBX
Category
Alpha (against Standard Index)
7.33
4.42
Beta (against Standard Index)
1.09
1.13
Mean Annual Return
4.88
0.37
R-squared (against Standard Index)
57
60.91
Standard Deviation
23.33
23.71
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.74
N/A
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