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HSBC Investor Wld Sel Growth Strategy B (HSBGX)
On
Dec 17
:
10.81
0.13
(1.19%)
MORE ON HSBGX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
13.64%
Worst 1 Yr Total Return
(2008)
:
-37.26%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HSBGX
Category
Alpha (against Standard Index)
1.56
2.20
Beta (against Standard Index)
0.89
0.99
Mean Annual Return
-3.40
-0.14
R-squared (against Standard Index)
93
88.76
Standard Deviation
18.44
21.04
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-6.34
N/A
5 Years
Statistic
HSBGX
Category
Alpha (against Standard Index)
N/A
0.80
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.24
R-squared (against Standard Index)
N/A
86.59
Standard Deviation
N/A
17.50
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
HSBGX
Category
Alpha (against Standard Index)
N/A
-0.13
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.05
R-squared (against Standard Index)
N/A
78.99
Standard Deviation
N/A
19.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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