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Harbor Small Cap Growth Adm (HRSGX)
On
Dec 3
:
9.27
0.09
(0.96%)
MORE ON HRSGX
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Risk
As of 31-Oct-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)
:
13.39%
Worst 1 Yr Total Return
(2008)
:
-40.60%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HRSGX
Category
Alpha (against Standard Index)
3.24
1.71
Beta (against Standard Index)
1.10
1.15
Mean Annual Return
-5.59
-0.40
R-squared (against Standard Index)
81
85.55
Standard Deviation
23.72
24.28
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-7.31
N/A
5 Years
Statistic
HRSGX
Category
Alpha (against Standard Index)
1.35
1.12
Beta (against Standard Index)
1.14
1.19
Mean Annual Return
0.61
0.21
R-squared (against Standard Index)
77
81.02
Standard Deviation
20.59
21.15
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-2.13
N/A
10 Years
Statistic
HRSGX
Category
Alpha (against Standard Index)
N/A
5.25
Beta (against Standard Index)
N/A
1.18
Mean Annual Return
N/A
0.43
R-squared (against Standard Index)
N/A
56.73
Standard Deviation
N/A
25.52
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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