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Hartford Conservative Allocation A (HCVAX)
On
Dec 4
:
9.87
0.01
(0.10%)
MORE ON HCVAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
8.46%
Worst 1 Yr Total Return
(2008)
:
-23.16%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HCVAX
Category
Alpha (against Standard Index)
-0.42
-0.86
Beta (against Standard Index)
0.85
0.74
Mean Annual Return
0.43
0.06
R-squared (against Standard Index)
95
86.33
Standard Deviation
11.48
10.51
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-2.32
N/A
5 Years
Statistic
HCVAX
Category
Alpha (against Standard Index)
-1.26
-1.44
Beta (against Standard Index)
0.84
0.71
Mean Annual Return
3.15
0.26
R-squared (against Standard Index)
95
84.96
Standard Deviation
9.25
8.32
Sharpe Ratio
0.06
N/A
Treynor Ratio
0.16
N/A
10 Years
Statistic
HCVAX
Category
Alpha (against Standard Index)
N/A
-1.02
Beta (against Standard Index)
N/A
0.71
Mean Annual Return
N/A
0.29
R-squared (against Standard Index)
N/A
78.75
Standard Deviation
N/A
8.01
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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