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Hartford Capital Appreciation B (IHCAX)
On
Dec 24
:
27.43
0.10
(0.37%)
MORE ON IHCAX
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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)
:
17.11%
Worst 1 Yr Total Return
(2008)
:
-46.54%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IHCAX
Category
Alpha (against Standard Index)
3.33
0.06
Beta (against Standard Index)
1.19
1.00
Mean Annual Return
-4.85
-0.33
R-squared (against Standard Index)
90
95.82
Standard Deviation
24.98
20.42
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-5.98
N/A
5 Years
Statistic
IHCAX
Category
Alpha (against Standard Index)
3.19
0.04
Beta (against Standard Index)
1.20
1.01
Mean Annual Return
2.96
0.17
R-squared (against Standard Index)
89
95.19
Standard Deviation
20.35
16.64
Sharpe Ratio
0.10
N/A
Treynor Ratio
-0.03
N/A
10 Years
Statistic
IHCAX
Category
Alpha (against Standard Index)
6.64
0.81
Beta (against Standard Index)
1.12
0.96
Mean Annual Return
5.03
0.14
R-squared (against Standard Index)
73
91.13
Standard Deviation
21.17
16.39
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.88
N/A
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