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Hartford Balanced Allocation I (HBAIX)
On
Dec 8
:
10.13
0.07
(0.69%)
MORE ON HBAIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
9.07%
Worst 1 Yr Total Return
(2008)
:
-29.33%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HBAIX
Category
Alpha (against Standard Index)
-1.22
-2.88
Beta (against Standard Index)
1.12
1.08
Mean Annual Return
-1.09
-0.13
R-squared (against Standard Index)
97
93.44
Standard Deviation
14.89
14.69
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-3.14
N/A
5 Years
Statistic
HBAIX
Category
Alpha (against Standard Index)
-1.60
-2.47
Beta (against Standard Index)
1.11
1.06
Mean Annual Return
3.09
0.23
R-squared (against Standard Index)
97
92.52
Standard Deviation
12.12
11.89
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.06
N/A
10 Years
Statistic
HBAIX
Category
Alpha (against Standard Index)
N/A
-2.17
Beta (against Standard Index)
N/A
1.05
Mean Annual Return
N/A
0.26
R-squared (against Standard Index)
N/A
86.72
Standard Deviation
N/A
11.31
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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