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Harbor Mid Cap Growth Adm (HRMGX)
On
Dec 24
:
7.04
0.04
(0.57%)
MORE ON HRMGX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
22.99%
Worst 1 Yr Total Return
(2008)
:
-42.90%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HRMGX
Category
Alpha (against Standard Index)
2.50
2.05
Beta (against Standard Index)
1.09
1.08
Mean Annual Return
-4.71
-0.20
R-squared (against Standard Index)
85
84.21
Standard Deviation
23.43
23.41
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-6.42
N/A
5 Years
Statistic
HRMGX
Category
Alpha (against Standard Index)
3.81
1.56
Beta (against Standard Index)
1.13
1.11
Mean Annual Return
3.70
0.29
R-squared (against Standard Index)
82
80.86
Standard Deviation
20.06
19.91
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.63
N/A
10 Years
Statistic
HRMGX
Category
Alpha (against Standard Index)
N/A
3.33
Beta (against Standard Index)
N/A
1.11
Mean Annual Return
N/A
0.32
R-squared (against Standard Index)
N/A
61.70
Standard Deviation
N/A
23.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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