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Forward Growth C (HSPCX)
On
Dec 7
:
9.53
0.02
(0.21%)
MORE ON HSPCX
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Risk
As of 31-Oct-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
(2006)
:
12.36%
Worst 1 Yr Total Return
(2008)
:
-37.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HSPCX
Category
Alpha (against Standard Index)
-0.94
1.71
Beta (against Standard Index)
1.08
1.15
Mean Annual Return
-9.10
-0.40
R-squared (against Standard Index)
86
85.55
Standard Deviation
22.66
24.28
Sharpe Ratio
-0.41
N/A
Treynor Ratio
-10.67
N/A
5 Years
Statistic
HSPCX
Category
Alpha (against Standard Index)
0.80
1.12
Beta (against Standard Index)
1.14
1.19
Mean Annual Return
0.15
0.21
R-squared (against Standard Index)
81
81.02
Standard Deviation
20.18
21.15
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.52
N/A
10 Years
Statistic
HSPCX
Category
Alpha (against Standard Index)
4.01
5.25
Beta (against Standard Index)
1.09
1.18
Mean Annual Return
1.29
0.43
R-squared (against Standard Index)
53
56.73
Standard Deviation
24.05
25.52
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.54
N/A
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