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Harbor Short Duration Adm (HRSDX)
On
Dec 4
:
7.75
0.02
(0.26%)
MORE ON HRSDX
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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
(2006)
:
4.55%
Worst 1 Yr Total Return
(2008)
:
-3.30%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HRSDX
Category
Alpha (against Standard Index)
-1.05
-0.26
Beta (against Standard Index)
0.05
0.38
Mean Annual Return
1.51
0.30
R-squared (against Standard Index)
1
32.40
Standard Deviation
2.12
3.42
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-18.68
N/A
5 Years
Statistic
HRSDX
Category
Alpha (against Standard Index)
-0.94
-0.58
Beta (against Standard Index)
0.06
0.40
Mean Annual Return
2.18
0.27
R-squared (against Standard Index)
2
36.30
Standard Deviation
1.70
2.80
Sharpe Ratio
-0.51
N/A
Treynor Ratio
-13.59
N/A
10 Years
Statistic
HRSDX
Category
Alpha (against Standard Index)
-0.33
-0.21
Beta (against Standard Index)
0.12
0.44
Mean Annual Return
3.02
0.35
R-squared (against Standard Index)
11
45.80
Standard Deviation
1.41
2.67
Sharpe Ratio
0.04
N/A
Treynor Ratio
0.40
N/A
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