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Hawaiian Tax-Free A (HULAX)
On
Dec 8
:
11.43
0.01
(0.09%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2006)
:
3.49%
Worst 1 Yr Total Return
(2008)
:
1.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HULAX
Category
Alpha (against Standard Index)
0.00
-0.71
Beta (against Standard Index)
0.64
0.89
Mean Annual Return
3.58
0.28
R-squared (against Standard Index)
92
91.15
Standard Deviation
3.96
5.60
Sharpe Ratio
0.29
N/A
Treynor Ratio
1.81
N/A
5 Years
Statistic
HULAX
Category
Alpha (against Standard Index)
-0.63
-0.94
Beta (against Standard Index)
0.67
0.88
Mean Annual Return
3.15
0.26
R-squared (against Standard Index)
92
90.92
Standard Deviation
3.36
4.56
Sharpe Ratio
0.05
N/A
Treynor Ratio
0.19
N/A
10 Years
Statistic
HULAX
Category
Alpha (against Standard Index)
-0.33
-0.89
Beta (against Standard Index)
0.75
0.91
Mean Annual Return
4.66
0.37
R-squared (against Standard Index)
93
91.76
Standard Deviation
3.63
4.42
Sharpe Ratio
0.46
N/A
Treynor Ratio
2.25
N/A
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