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Highland Floating Rate B (XLSBX)
On
Dec 24
:
6.16
0.01
(0.16%)
MORE ON XLSBX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
9.11%
Worst 1 Yr Total Return
(2008)
:
-34.97%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
XLSBX
Category
Alpha (against Standard Index)
-10.09
-3.49
Beta (against Standard Index)
0.02
0.17
Mean Annual Return
-8.20
-0.05
R-squared (against Standard Index)
0
0.47
Standard Deviation
12.18
13.94
Sharpe Ratio
-0.82
N/A
Treynor Ratio
-465.88
N/A
5 Years
Statistic
XLSBX
Category
Alpha (against Standard Index)
-4.67
-1.49
Beta (against Standard Index)
-0.07
0.10
Mean Annual Return
-2.36
0.14
R-squared (against Standard Index)
0
0.39
Standard Deviation
9.64
10.59
Sharpe Ratio
-0.51
N/A
Treynor Ratio
74.49
N/A
10 Years
Statistic
XLSBX
Category
Alpha (against Standard Index)
-0.92
0.18
Beta (against Standard Index)
-0.05
-0.02
Mean Annual Return
1.56
0.25
R-squared (against Standard Index)
0
0.04
Standard Deviation
7.23
7.92
Sharpe Ratio
-0.15
N/A
Treynor Ratio
30.65
N/A
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