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Harbor High-Yield Bond Inv (HYFIX)
On
Dec 7
:
10.55
0.02
(0.19%)
MORE ON HYFIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
9.14%
Worst 1 Yr Total Return
(2008)
:
-13.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HYFIX
Category
Alpha (against Standard Index)
-1.24
-3.12
Beta (against Standard Index)
0.95
1.16
Mean Annual Return
4.35
0.31
R-squared (against Standard Index)
14
10.86
Standard Deviation
10.31
15.35
Sharpe Ratio
0.23
N/A
Treynor Ratio
2.04
N/A
5 Years
Statistic
HYFIX
Category
Alpha (against Standard Index)
0.50
-0.09
Beta (against Standard Index)
0.74
0.92
Mean Annual Return
4.75
0.40
R-squared (against Standard Index)
11
8.80
Standard Deviation
8.22
12.20
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.32
N/A
10 Years
Statistic
HYFIX
Category
Alpha (against Standard Index)
N/A
0.55
Beta (against Standard Index)
N/A
0.51
Mean Annual Return
N/A
0.43
R-squared (against Standard Index)
N/A
3.74
Standard Deviation
N/A
10.75
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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