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Lou Holland Growth Inv (LHGFX)
On
Dec 30
:
18.11
0.01
(0.06%)
MORE ON LHGFX
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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:
2
Best 1 Yr Total Return
(2004)
:
11.21%
Worst 1 Yr Total Return
(2008)
:
-34.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LHGFX
Category
Alpha (against Standard Index)
4.35
2.20
Beta (against Standard Index)
0.95
0.99
Mean Annual Return
-1.23
-0.14
R-squared (against Standard Index)
91
88.76
Standard Deviation
19.72
21.04
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-3.69
N/A
5 Years
Statistic
LHGFX
Category
Alpha (against Standard Index)
-0.16
0.80
Beta (against Standard Index)
0.94
1.01
Mean Annual Return
0.66
0.24
R-squared (against Standard Index)
89
86.59
Standard Deviation
15.84
17.50
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-2.49
N/A
10 Years
Statistic
LHGFX
Category
Alpha (against Standard Index)
0.99
-0.13
Beta (against Standard Index)
0.93
1.04
Mean Annual Return
0.65
0.05
R-squared (against Standard Index)
92
78.99
Standard Deviation
15.73
19.17
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-2.44
N/A
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