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Hartford Capital Appreciation A (ITHAX)
On
Dec 4
:
30.17
0.02
(0.07%)
MORE ON ITHAX
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Research Reports
Risk
As of 31-Oct-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)
:
17.93%
Worst 1 Yr Total Return
(2008)
:
-46.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ITHAX
Category
Alpha (against Standard Index)
4.55
0.38
Beta (against Standard Index)
1.20
1.00
Mean Annual Return
-5.25
-0.41
R-squared (against Standard Index)
89
95.50
Standard Deviation
24.73
20.09
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-6.40
N/A
5 Years
Statistic
ITHAX
Category
Alpha (against Standard Index)
4.50
0.26
Beta (against Standard Index)
1.21
1.01
Mean Annual Return
3.81
0.16
R-squared (against Standard Index)
89
94.84
Standard Deviation
20.37
16.47
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.65
N/A
10 Years
Statistic
ITHAX
Category
Alpha (against Standard Index)
8.14
0.84
Beta (against Standard Index)
1.12
0.97
Mean Annual Return
6.09
0.11
R-squared (against Standard Index)
72
91.16
Standard Deviation
21.28
16.35
Sharpe Ratio
0.25
N/A
Treynor Ratio
2.78
N/A
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