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Forward Banking and Finance A (HSSAX)
On
Dec 7
:
13.34
0.06
(0.45%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
20.74%
Worst 1 Yr Total Return
(2008)
:
-21.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HSSAX
Category
Alpha (against Standard Index)
-14.53
-5.47
Beta (against Standard Index)
0.73
1.27
Mean Annual Return
-18.30
-1.07
R-squared (against Standard Index)
44
75.55
Standard Deviation
21.27
28.60
Sharpe Ratio
-0.95
N/A
Treynor Ratio
-28.42
N/A
5 Years
Statistic
HSSAX
Category
Alpha (against Standard Index)
-8.96
-4.25
Beta (against Standard Index)
0.77
1.25
Mean Annual Return
-8.31
-0.25
R-squared (against Standard Index)
46
73.60
Standard Deviation
17.86
23.29
Sharpe Ratio
-0.56
N/A
Treynor Ratio
-14.78
N/A
10 Years
Statistic
HSSAX
Category
Alpha (against Standard Index)
4.39
3.26
Beta (against Standard Index)
0.53
0.88
Mean Annual Return
4.87
0.33
R-squared (against Standard Index)
31
52.55
Standard Deviation
15.32
19.74
Sharpe Ratio
0.20
N/A
Treynor Ratio
3.57
N/A
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