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Hotchkis and Wiley Value Opps A (HWAAX)
On
Dec 21
:
14.66
0.13
(0.89%)
MORE ON HWAAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
16.39%
Worst 1 Yr Total Return
(2008)
:
-42.24%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HWAAX
Category
Alpha (against Standard Index)
3.28
0.96
Beta (against Standard Index)
1.28
1.15
Mean Annual Return
-6.15
-0.33
R-squared (against Standard Index)
80
89.96
Standard Deviation
28.39
24.07
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-6.57
N/A
5 Years
Statistic
HWAAX
Category
Alpha (against Standard Index)
0.14
1.28
Beta (against Standard Index)
1.28
1.16
Mean Annual Return
-0.71
0.26
R-squared (against Standard Index)
77
88.97
Standard Deviation
23.12
19.80
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.91
N/A
10 Years
Statistic
HWAAX
Category
Alpha (against Standard Index)
N/A
7.57
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.70
R-squared (against Standard Index)
N/A
72.92
Standard Deviation
N/A
18.20
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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