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Hartford Disciplined Equity B (HGIBX)
On
Dec 24
:
10.74
0.05
(0.47%)
MORE ON HGIBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
11.13%
Worst 1 Yr Total Return
(2008)
:
-38.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HGIBX
Category
Alpha (against Standard Index)
-0.95
0.06
Beta (against Standard Index)
0.95
1.00
Mean Annual Return
-6.36
-0.33
R-squared (against Standard Index)
94
95.82
Standard Deviation
19.48
20.42
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-9.07
N/A
5 Years
Statistic
HGIBX
Category
Alpha (against Standard Index)
-1.09
0.04
Beta (against Standard Index)
0.95
1.01
Mean Annual Return
-0.31
0.17
R-squared (against Standard Index)
94
95.19
Standard Deviation
15.77
16.64
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.46
N/A
10 Years
Statistic
HGIBX
Category
Alpha (against Standard Index)
-0.82
0.81
Beta (against Standard Index)
0.99
0.96
Mean Annual Return
-1.38
0.14
R-squared (against Standard Index)
96
91.13
Standard Deviation
16.34
16.39
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-4.37
N/A
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