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Heartland Select Value (HRSVX)
On
Nov 30
:
24.10
0.09
(0.37%)
MORE ON HRSVX
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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
(2004)
:
17.02%
Worst 1 Yr Total Return
(2008)
:
-31.24%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HRSVX
Category
Alpha (against Standard Index)
6.75
2.32
Beta (against Standard Index)
1.11
1.15
Mean Annual Return
-2.02
-0.35
R-squared (against Standard Index)
91
90.18
Standard Deviation
22.65
23.68
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-4.00
N/A
5 Years
Statistic
HRSVX
Category
Alpha (against Standard Index)
5.98
2.22
Beta (against Standard Index)
1.12
1.16
Mean Annual Return
5.77
0.30
R-squared (against Standard Index)
89
89.12
Standard Deviation
18.83
19.61
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.45
N/A
10 Years
Statistic
HRSVX
Category
Alpha (against Standard Index)
10.58
7.83
Beta (against Standard Index)
0.96
0.94
Mean Annual Return
9.78
0.70
R-squared (against Standard Index)
74
72.23
Standard Deviation
18.11
17.96
Sharpe Ratio
0.45
N/A
Treynor Ratio
7.06
N/A
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