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Eagle Small Cap Growth C (HSCCX)
On
Dec 18
:
23.35
0.20
(0.86%)
MORE ON HSCCX
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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
(2006)
:
16.78%
Worst 1 Yr Total Return
(2008)
:
-36.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HSCCX
Category
Alpha (against Standard Index)
1.45
0.16
Beta (against Standard Index)
1.13
1.12
Mean Annual Return
-6.09
-0.38
R-squared (against Standard Index)
88
84.86
Standard Deviation
23.95
24.29
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-7.39
N/A
5 Years
Statistic
HSCCX
Category
Alpha (against Standard Index)
0.41
-0.01
Beta (against Standard Index)
1.17
1.17
Mean Annual Return
0.14
0.16
R-squared (against Standard Index)
85
80.32
Standard Deviation
20.31
20.99
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.43
N/A
10 Years
Statistic
HSCCX
Category
Alpha (against Standard Index)
6.23
4.06
Beta (against Standard Index)
1.04
1.16
Mean Annual Return
4.79
0.37
R-squared (against Standard Index)
65
57.27
Standard Deviation
20.96
25.21
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.78
N/A
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