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Hartford Equity Growth Allocation I (HAAIX)
On
Dec 1
:
10.01
0.19
(1.93%)
MORE ON HAAIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
11.78%
Worst 1 Yr Total Return
(2008)
:
-40.65%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HAAIX
Category
Alpha (against Standard Index)
2.82
0.38
Beta (against Standard Index)
1.10
1.00
Mean Annual Return
-5.56
-0.41
R-squared (against Standard Index)
96
95.50
Standard Deviation
21.94
20.09
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-7.26
N/A
5 Years
Statistic
HAAIX
Category
Alpha (against Standard Index)
1.77
0.26
Beta (against Standard Index)
1.10
1.01
Mean Annual Return
1.61
0.16
R-squared (against Standard Index)
95
94.84
Standard Deviation
18.05
16.47
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.28
N/A
10 Years
Statistic
HAAIX
Category
Alpha (against Standard Index)
N/A
0.84
Beta (against Standard Index)
N/A
0.97
Mean Annual Return
N/A
0.11
R-squared (against Standard Index)
N/A
91.16
Standard Deviation
N/A
16.35
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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