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Eagle Small Cap Growth R3 (HSRRX)
On
Dec 9
:
26.48
0.05
(0.19%)
MORE ON HSRRX
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Risk
As of 31-Oct-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)
:
6.85%
Worst 1 Yr Total Return
(2008)
:
-36.55%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HSRRX
Category
Alpha (against Standard Index)
3.54
1.71
Beta (against Standard Index)
1.15
1.15
Mean Annual Return
-5.75
-0.40
R-squared (against Standard Index)
88
85.55
Standard Deviation
23.93
24.28
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-7.08
N/A
5 Years
Statistic
HSRRX
Category
Alpha (against Standard Index)
1.95
1.12
Beta (against Standard Index)
1.19
1.19
Mean Annual Return
1.19
0.21
R-squared (against Standard Index)
86
81.02
Standard Deviation
20.43
21.15
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.54
N/A
10 Years
Statistic
HSRRX
Category
Alpha (against Standard Index)
7.48
5.25
Beta (against Standard Index)
1.05
1.18
Mean Annual Return
5.62
0.43
R-squared (against Standard Index)
65
56.73
Standard Deviation
21.03
25.52
Sharpe Ratio
0.23
N/A
Treynor Ratio
2.52
N/A
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