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Hawaiian Tax-Free Y (HULYX)
On
Dec 4
:
11.44
0.00
(0.00%)
MORE ON HULYX
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Research Reports
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)
:
3.86%
Worst 1 Yr Total Return
(2008)
:
1.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HULYX
Category
Alpha (against Standard Index)
0.24
-0.71
Beta (against Standard Index)
0.64
0.89
Mean Annual Return
3.83
0.28
R-squared (against Standard Index)
92
91.15
Standard Deviation
3.96
5.60
Sharpe Ratio
0.35
N/A
Treynor Ratio
2.20
N/A
5 Years
Statistic
HULYX
Category
Alpha (against Standard Index)
-0.43
-0.94
Beta (against Standard Index)
0.66
0.88
Mean Annual Return
3.35
0.26
R-squared (against Standard Index)
92
90.92
Standard Deviation
3.35
4.56
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.50
N/A
10 Years
Statistic
HULYX
Category
Alpha (against Standard Index)
-0.10
-0.89
Beta (against Standard Index)
0.74
0.91
Mean Annual Return
4.88
0.37
R-squared (against Standard Index)
93
91.76
Standard Deviation
3.59
4.42
Sharpe Ratio
0.53
N/A
Treynor Ratio
2.56
N/A
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