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Hartford Capital Appreciation Y (HCAYX)
On
Dec 30
:
33.32
0.00
(0.00%)
MORE ON HCAYX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
18.60%
Worst 1 Yr Total Return
(2008)
:
-45.87%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HCAYX
Category
Alpha (against Standard Index)
4.58
0.06
Beta (against Standard Index)
1.19
1.00
Mean Annual Return
-3.67
-0.33
R-squared (against Standard Index)
90
95.82
Standard Deviation
25.02
20.42
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-4.97
N/A
5 Years
Statistic
HCAYX
Category
Alpha (against Standard Index)
4.44
0.04
Beta (against Standard Index)
1.20
1.01
Mean Annual Return
4.24
0.17
R-squared (against Standard Index)
89
95.19
Standard Deviation
20.38
16.64
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.05
N/A
10 Years
Statistic
HCAYX
Category
Alpha (against Standard Index)
7.91
0.81
Beta (against Standard Index)
1.12
0.96
Mean Annual Return
6.36
0.14
R-squared (against Standard Index)
73
91.13
Standard Deviation
21.20
16.39
Sharpe Ratio
0.26
N/A
Treynor Ratio
3.07
N/A
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