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FundX Aggressive Upgrader (HOTFX)
On
Dec 17
:
33.48
0.69
(2.02%)
MORE ON HOTFX
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Analyst
Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
20.33%
Worst 1 Yr Total Return
(2008)
:
-43.33%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HOTFX
Category
Alpha (against Standard Index)
-1.58
0.27
Beta (against Standard Index)
0.84
0.91
Mean Annual Return
-5.74
-0.17
R-squared (against Standard Index)
84
90.08
Standard Deviation
21.76
22.93
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-9.59
N/A
5 Years
Statistic
HOTFX
Category
Alpha (against Standard Index)
-0.58
-0.86
Beta (against Standard Index)
0.88
0.90
Mean Annual Return
3.30
0.41
R-squared (against Standard Index)
83
88.40
Standard Deviation
19.08
18.93
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.36
N/A
10 Years
Statistic
HOTFX
Category
Alpha (against Standard Index)
N/A
0.53
Beta (against Standard Index)
N/A
0.92
Mean Annual Return
N/A
0.33
R-squared (against Standard Index)
N/A
79.83
Standard Deviation
N/A
18.84
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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