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Eagle Small Cap Growth I (HSIIX)
On
Dec 15
:
27.53
0.04
(0.15%)
MORE ON HSIIX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
7.39%
Worst 1 Yr Total Return
(2008)
:
-36.22%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HSIIX
Category
Alpha (against Standard Index)
2.62
0.16
Beta (against Standard Index)
1.13
1.12
Mean Annual Return
-5.00
-0.38
R-squared (against Standard Index)
88
84.86
Standard Deviation
24.00
24.29
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-6.41
N/A
5 Years
Statistic
HSIIX
Category
Alpha (against Standard Index)
1.42
-0.01
Beta (against Standard Index)
1.17
1.17
Mean Annual Return
1.16
0.16
R-squared (against Standard Index)
85
80.32
Standard Deviation
20.34
20.99
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.56
N/A
10 Years
Statistic
HSIIX
Category
Alpha (against Standard Index)
7.12
4.06
Beta (against Standard Index)
1.04
1.16
Mean Annual Return
5.71
0.37
R-squared (against Standard Index)
65
57.27
Standard Deviation
20.98
25.21
Sharpe Ratio
0.23
N/A
Treynor Ratio
2.67
N/A
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