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HSBC Investor Opportunity A (HSOAX)
On
Dec 24
:
8.46
0.03
(0.36%)
MORE ON HSOAX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
24.20%
Worst 1 Yr Total Return
(2008)
:
-41.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HSOAX
Category
Alpha (against Standard Index)
5.26
2.05
Beta (against Standard Index)
0.96
1.08
Mean Annual Return
-0.78
-0.20
R-squared (against Standard Index)
80
84.21
Standard Deviation
21.42
23.41
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-3.17
N/A
5 Years
Statistic
HSOAX
Category
Alpha (against Standard Index)
4.49
1.56
Beta (against Standard Index)
1.00
1.11
Mean Annual Return
4.95
0.29
R-squared (against Standard Index)
77
80.86
Standard Deviation
18.22
19.91
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.97
N/A
10 Years
Statistic
HSOAX
Category
Alpha (against Standard Index)
6.70
3.33
Beta (against Standard Index)
1.08
1.11
Mean Annual Return
4.77
0.32
R-squared (against Standard Index)
58
61.70
Standard Deviation
23.03
23.38
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.71
N/A
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