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Homestead Value (HOVLX)

41.33 Down 0.05(0.12%) May 24


Risk as of Mar 30, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up19
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):26.98%
Worst 1 Yr Total Return(Dec 30, 2008):-36.43%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticHOVLXCategory
Alpha (against Standard Index)-1.39-1.64
Beta (against Standard Index)1.121.02
Mean Annual Return1.100.98
R-squared (against Standard Index)96.3995.49
Standard Deviation17.0815.63
Sharpe Ratio0.770.77
Treynor Ratio11.0711.25
5 Years
StatisticHOVLXCategory
Alpha (against Standard Index)0.35-1.15
Beta (against Standard Index)1.091.02
Mean Annual Return0.700.49
R-squared (against Standard Index)97.5295.41
Standard Deviation20.8219.64
Sharpe Ratio0.390.29
Treynor Ratio5.663.79
10 Years
StatisticHOVLXCategory
Alpha (against Standard Index)0.94-0.06
Beta (against Standard Index)1.071.01
Mean Annual Return0.900.72
R-squared (against Standard Index)95.0093.54
Standard Deviation16.2115.26
Sharpe Ratio0.560.46
Treynor Ratio7.646.10