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RidgeWorth Seix High Yield R (HYLSX)
On
Dec 15
:
9.24
0.02
(0.22%)
MORE ON HYLSX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
5.85%
Worst 1 Yr Total Return
(2008)
:
-21.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HYLSX
Category
Alpha (against Standard Index)
-3.93
-3.31
Beta (against Standard Index)
1.11
1.15
Mean Annual Return
1.98
0.30
R-squared (against Standard Index)
12
10.85
Standard Deviation
12.91
15.35
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.27
N/A
5 Years
Statistic
HYLSX
Category
Alpha (against Standard Index)
-2.11
-0.58
Beta (against Standard Index)
0.97
0.95
Mean Annual Return
2.74
0.39
R-squared (against Standard Index)
12
9.33
Standard Deviation
10.16
12.17
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.26
N/A
10 Years
Statistic
HYLSX
Category
Alpha (against Standard Index)
N/A
0.41
Beta (against Standard Index)
N/A
0.52
Mean Annual Return
N/A
0.42
R-squared (against Standard Index)
N/A
3.87
Standard Deviation
N/A
10.75
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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