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Hartford Dividend & Growth B (ITDGX)
On
Jan 7
:
17.20
0.06
(0.35%)
MORE ON ITDGX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
18.57%
Worst 1 Yr Total Return
(2008)
:
-32.55%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ITDGX
Category
Alpha (against Standard Index)
1.44
-1.37
Beta (against Standard Index)
0.93
1.02
Mean Annual Return
-3.78
-0.45
R-squared (against Standard Index)
98
94.58
Standard Deviation
18.69
20.79
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-6.50
N/A
5 Years
Statistic
ITDGX
Category
Alpha (against Standard Index)
1.37
-0.29
Beta (against Standard Index)
0.93
1.01
Mean Annual Return
2.30
0.14
R-squared (against Standard Index)
97
93.49
Standard Deviation
15.21
16.81
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.74
N/A
10 Years
Statistic
ITDGX
Category
Alpha (against Standard Index)
2.86
2.74
Beta (against Standard Index)
0.82
0.88
Mean Annual Return
2.98
0.31
R-squared (against Standard Index)
84
81.33
Standard Deviation
14.49
15.97
Sharpe Ratio
0.08
N/A
Treynor Ratio
0.07
N/A
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