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Risk Overview

Morningstar Risk Rating★★★★
Number of Years Up7
Number of Years Down2
Best 1 Yr Total Return (Apr 29, 2017)38.46%
Worst 1 Yr Total Return (Apr 29, 2017)-20.06%

Risk Statistics

3 Years
SHHYXCategory Average
5 Years
SHHYXCategory Average
10 Years
SHHYXCategory Average
Alpha
1.30.02
4.260.04
N/A0.03
Beta
0.440
0.520
N/A0.01
Mean Annual Return
0.220
0.460
N/A0.01
R-squared
4.950.04
7.750.08
N/A0.05
Standard Deviation
5.830.05
5.40.05
N/A0.1
Sharpe Ratio
0.410.01
10.01
N/A0.01
Treynor Ratio
5.090.12
10.230.13
N/A0.09