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Hartford Disciplined Equity R4 (HGISX)
On
Dec 24
:
11.57
0.06
(0.52%)
MORE ON HGISX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
7.89%
Worst 1 Yr Total Return
(2008)
:
-37.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HGISX
Category
Alpha (against Standard Index)
-0.38
0.06
Beta (against Standard Index)
0.95
1.00
Mean Annual Return
-5.83
-0.33
R-squared (against Standard Index)
94
95.82
Standard Deviation
19.49
20.42
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-8.50
N/A
5 Years
Statistic
HGISX
Category
Alpha (against Standard Index)
-0.48
0.04
Beta (against Standard Index)
0.96
1.01
Mean Annual Return
0.30
0.17
R-squared (against Standard Index)
94
95.19
Standard Deviation
15.79
16.64
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-2.82
N/A
10 Years
Statistic
HGISX
Category
Alpha (against Standard Index)
-0.15
0.81
Beta (against Standard Index)
0.99
0.96
Mean Annual Return
-0.72
0.14
R-squared (against Standard Index)
96
91.13
Standard Deviation
16.35
16.39
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-3.70
N/A
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