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HSBC Investor Growth A (HOTAX)
On
Dec 10
:
13.51
0.10
(0.75%)
MORE ON HOTAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
24.23%
Worst 1 Yr Total Return
(2008)
:
-41.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HOTAX
Category
Alpha (against Standard Index)
5.33
2.20
Beta (against Standard Index)
0.94
0.99
Mean Annual Return
-0.36
-0.14
R-squared (against Standard Index)
85
88.76
Standard Deviation
20.31
21.04
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.79
N/A
5 Years
Statistic
HOTAX
Category
Alpha (against Standard Index)
2.83
0.80
Beta (against Standard Index)
0.94
1.01
Mean Annual Return
3.53
0.24
R-squared (against Standard Index)
81
86.59
Standard Deviation
16.75
17.50
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.58
N/A
10 Years
Statistic
HOTAX
Category
Alpha (against Standard Index)
N/A
-0.13
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.05
R-squared (against Standard Index)
N/A
78.99
Standard Deviation
N/A
19.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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