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Hancock Horizon Burkenroad D (HYBUX)
On
Dec 14
:
29.68
0.49
(1.68%)
MORE ON HYBUX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
24.37%
Worst 1 Yr Total Return
(2008)
:
-25.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HYBUX
Category
Alpha (against Standard Index)
4.35
-0.48
Beta (against Standard Index)
0.98
1.16
Mean Annual Return
-1.76
-0.45
R-squared (against Standard Index)
84
86.39
Standard Deviation
21.31
24.75
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-4.10
N/A
5 Years
Statistic
HYBUX
Category
Alpha (against Standard Index)
3.30
0.00
Beta (against Standard Index)
1.01
1.17
Mean Annual Return
3.56
0.16
R-squared (against Standard Index)
73
83.41
Standard Deviation
18.96
20.64
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.57
N/A
10 Years
Statistic
HYBUX
Category
Alpha (against Standard Index)
N/A
7.16
Beta (against Standard Index)
N/A
1.00
Mean Annual Return
N/A
0.66
R-squared (against Standard Index)
N/A
64.42
Standard Deviation
N/A
20.26
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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