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Hartford Conservative Allocation I (HCVIX)
On
Jan 6
:
9.98
0.02
(0.20%)
MORE ON HCVIX
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Research Reports
Risk
As of 30-Nov-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)
:
7.05%
Worst 1 Yr Total Return
(2008)
:
-22.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HCVIX
Category
Alpha (against Standard Index)
-0.18
-0.95
Beta (against Standard Index)
0.85
0.74
Mean Annual Return
1.09
0.09
R-squared (against Standard Index)
95
87.00
Standard Deviation
11.57
10.61
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-1.39
N/A
5 Years
Statistic
HCVIX
Category
Alpha (against Standard Index)
-1.00
-1.38
Beta (against Standard Index)
0.84
0.71
Mean Annual Return
3.55
0.27
R-squared (against Standard Index)
95
85.46
Standard Deviation
9.30
8.33
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.66
N/A
10 Years
Statistic
HCVIX
Category
Alpha (against Standard Index)
N/A
-0.99
Beta (against Standard Index)
N/A
0.72
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
80.09
Standard Deviation
N/A
8.09
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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