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Hennessy Select SPARX Japan Fd Original (SPXJX)On Nov 30: 11.61  Up 0.26 (2.29%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:2
Number of Years Down:3
Best 1 Yr Total Return (2005):50.26%
Worst 1 Yr Total Return (2008):-27.50%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSPXJXCategory
Alpha (against Standard Index)-10.74-12.31
Beta (against Standard Index)0.680.85
Mean Annual Return-12.76-1.17
R-squared (against Standard Index)6977.14
Standard Deviation19.5923.06
Sharpe Ratio-0.72N/A
Treynor Ratio-22.19N/A
5 Years
StatisticSPXJXCategory
Alpha (against Standard Index)-5.37-7.63
Beta (against Standard Index)0.710.89
Mean Annual Return-1.17-0.09
R-squared (against Standard Index)6068.09
Standard Deviation18.0021.46
Sharpe Ratio-0.14N/A
Treynor Ratio-5.94N/A
10 Years
StatisticSPXJXCategory
Alpha (against Standard Index)N/A-5.73
Beta (against Standard Index)N/A0.82
Mean Annual ReturnN/A-0.18
R-squared (against Standard Index)N/A48.82
Standard DeviationN/A21.29
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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