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Hennessy Select SPARX Japan Instl (SPARX)
On
Nov 30
:
11.67
0.26
(2.28%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
2
Number of Years Down:
3
Best 1 Yr Total Return
(2005)
:
50.41%
Worst 1 Yr Total Return
(2008)
:
-27.49%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SPARX
Category
Alpha (against Standard Index)
-10.70
-12.31
Beta (against Standard Index)
0.68
0.85
Mean Annual Return
-12.72
-1.17
R-squared (against Standard Index)
69
77.14
Standard Deviation
19.61
23.06
Sharpe Ratio
-0.71
N/A
Treynor Ratio
-22.13
N/A
5 Years
Statistic
SPARX
Category
Alpha (against Standard Index)
-5.29
-7.63
Beta (against Standard Index)
0.71
0.89
Mean Annual Return
-1.09
-0.09
R-squared (against Standard Index)
60
68.09
Standard Deviation
18.01
21.46
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-5.82
N/A
10 Years
Statistic
SPARX
Category
Alpha (against Standard Index)
N/A
-5.73
Beta (against Standard Index)
N/A
0.82
Mean Annual Return
N/A
-0.18
R-squared (against Standard Index)
N/A
48.82
Standard Deviation
N/A
21.29
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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