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Hartford Advisers HLS IB (HAIBX)
On
Dec 1
:
17.95
0.15
(0.84%)
MORE ON HAIBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
10.43%
Worst 1 Yr Total Return
(2008)
:
-31.81%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HAIBX
Category
Alpha (against Standard Index)
-2.66
-2.88
Beta (against Standard Index)
1.23
1.08
Mean Annual Return
-2.86
-0.13
R-squared (against Standard Index)
96
93.44
Standard Deviation
16.46
14.69
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-4.30
N/A
5 Years
Statistic
HAIBX
Category
Alpha (against Standard Index)
-2.82
-2.47
Beta (against Standard Index)
1.19
1.06
Mean Annual Return
1.88
0.23
R-squared (against Standard Index)
95
92.52
Standard Deviation
13.18
11.89
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-0.96
N/A
10 Years
Statistic
HAIBX
Category
Alpha (against Standard Index)
-3.92
-2.17
Beta (against Standard Index)
1.12
1.05
Mean Annual Return
0.83
0.26
R-squared (against Standard Index)
92
86.72
Standard Deviation
11.60
11.31
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-1.91
N/A
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