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Hartford Capital Appreciation HLS IA (HIACX)
On
Dec 24
:
37.17
0.17
(0.46%)
MORE ON HIACX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
19.36%
Worst 1 Yr Total Return
(2008)
:
-45.59%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HIACX
Category
Alpha (against Standard Index)
5.25
0.06
Beta (against Standard Index)
1.22
1.00
Mean Annual Return
-3.23
-0.33
R-squared (against Standard Index)
91
95.82
Standard Deviation
25.33
20.42
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-4.52
N/A
5 Years
Statistic
HIACX
Category
Alpha (against Standard Index)
4.88
0.04
Beta (against Standard Index)
1.22
1.01
Mean Annual Return
4.62
0.17
R-squared (against Standard Index)
90
95.19
Standard Deviation
20.68
16.64
Sharpe Ratio
0.18
N/A
Treynor Ratio
1.33
N/A
10 Years
Statistic
HIACX
Category
Alpha (against Standard Index)
7.98
0.81
Beta (against Standard Index)
1.10
0.96
Mean Annual Return
6.72
0.14
R-squared (against Standard Index)
79
91.13
Standard Deviation
19.98
16.39
Sharpe Ratio
0.28
N/A
Treynor Ratio
3.47
N/A
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