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Hartford Disciplined Equity Y (HGIYX)
On
Dec 4
:
11.47
0.05
(0.44%)
MORE ON HGIYX
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Research Reports
Risk
As of 31-Oct-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)
:
12.43%
Worst 1 Yr Total Return
(2008)
:
-37.36%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HGIYX
Category
Alpha (against Standard Index)
0.04
0.38
Beta (against Standard Index)
0.95
1.00
Mean Annual Return
-6.61
-0.41
R-squared (against Standard Index)
94
95.50
Standard Deviation
19.23
20.09
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-9.47
N/A
5 Years
Statistic
HGIYX
Category
Alpha (against Standard Index)
0.08
0.26
Beta (against Standard Index)
0.96
1.01
Mean Annual Return
0.50
0.16
R-squared (against Standard Index)
94
94.84
Standard Deviation
15.72
16.47
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-2.64
N/A
10 Years
Statistic
HGIYX
Category
Alpha (against Standard Index)
0.44
0.84
Beta (against Standard Index)
0.99
0.97
Mean Annual Return
-0.52
0.11
R-squared (against Standard Index)
96
91.16
Standard Deviation
16.30
16.35
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.52
N/A
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