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Huntington Situs B (HSUBX)
On
Dec 9
:
14.34
0.01
(0.07%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
25.31%
Worst 1 Yr Total Return
(2008)
:
-39.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HSUBX
Category
Alpha (against Standard Index)
4.65
1.01
Beta (against Standard Index)
1.20
1.19
Mean Annual Return
-5.09
-0.48
R-squared (against Standard Index)
92
87.23
Standard Deviation
24.32
24.84
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-6.27
N/A
5 Years
Statistic
HSUBX
Category
Alpha (against Standard Index)
3.36
1.42
Beta (against Standard Index)
1.20
1.21
Mean Annual Return
2.62
0.23
R-squared (against Standard Index)
88
84.16
Standard Deviation
20.34
21.07
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.34
N/A
10 Years
Statistic
HSUBX
Category
Alpha (against Standard Index)
N/A
7.80
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.68
R-squared (against Standard Index)
N/A
64.84
Standard Deviation
N/A
20.31
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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