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Hartford Capital Appreciation R5 (ITHTX)
On
Dec 2
:
32.79
0.08
(0.24%)
MORE ON ITHTX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
16.41%
Worst 1 Yr Total Return
(2008)
:
-45.93%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ITHTX
Category
Alpha (against Standard Index)
4.85
0.38
Beta (against Standard Index)
1.20
1.00
Mean Annual Return
-4.98
-0.41
R-squared (against Standard Index)
89
95.50
Standard Deviation
24.75
20.09
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-6.17
N/A
5 Years
Statistic
ITHTX
Category
Alpha (against Standard Index)
4.68
0.26
Beta (against Standard Index)
1.21
1.01
Mean Annual Return
3.99
0.16
R-squared (against Standard Index)
89
94.84
Standard Deviation
20.38
16.47
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.80
N/A
10 Years
Statistic
ITHTX
Category
Alpha (against Standard Index)
8.22
0.84
Beta (against Standard Index)
1.12
0.97
Mean Annual Return
6.18
0.11
R-squared (against Standard Index)
72
91.16
Standard Deviation
21.28
16.35
Sharpe Ratio
0.25
N/A
Treynor Ratio
2.86
N/A
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