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Hartford Equity Income HLS IA (HIAEX)
On
Dec 21
:
10.47
0.10
(0.96%)
MORE ON HIAEX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
20.79%
Worst 1 Yr Total Return
(2008)
:
-28.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HIAEX
Category
Alpha (against Standard Index)
1.56
-1.37
Beta (against Standard Index)
0.86
1.02
Mean Annual Return
-3.03
-0.45
R-squared (against Standard Index)
93
94.58
Standard Deviation
17.67
20.79
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-6.19
N/A
5 Years
Statistic
HIAEX
Category
Alpha (against Standard Index)
1.80
-0.29
Beta (against Standard Index)
0.85
1.01
Mean Annual Return
2.97
0.14
R-squared (against Standard Index)
90
93.49
Standard Deviation
14.30
16.81
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.02
N/A
10 Years
Statistic
HIAEX
Category
Alpha (against Standard Index)
N/A
2.74
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
81.33
Standard Deviation
N/A
15.97
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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