Hartford Total Backtesting

Hartford Total Return Bond -- USA Etf  

USD 39.79  0.0731  0.18%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Hartford Total Return Bond and determine expected loss or profit from investing in Hartford Total over given investment horizon. Please also check Hartford Total Hype Analysis, Hartford Total Correlation, Portfolio Optimization, Hartford Total Volatility as well as analyze Hartford Total Alpha and Beta and Hartford Total Performance
 Time Horizon     30 Days    Login   to change

Hartford Total 'What if' Analysis

December 19, 2017
No Change 0.00  0.0%
In 31 days
January 18, 2018
If you would invest  0.00  in Hartford Total on December 19, 2017 and sell it all today you would earn a total of 0.00 from holding Hartford Total Return Bond or generate 0.0% return on investment in Hartford Total over 30 days. Hartford Total is related to or competes with Vanguard Total, iShares Core, Vanguard Interm, SPDR DoubleLine, iShares Interm, and iShares Core. The investment seeks a competitive total return, with income as a secondary objective

Hartford Total Upside/Downside Indicators


Hartford Total Market Premium Indicators

Hartford Total Return lagged returns against current returns

 Current and Lagged Values 

Hartford Total regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Hartford Total Return Backtested Returns

Macroaxis considers Hartford Total to be not too risky. Hartford Total Return holds Efficiency (Sharpe) Ratio of -0.1075 which attests that Hartford Total Return had -0.1075% of return per unit of risk over the last 1 month. Macroaxis philosophy towards determining risk of any etf is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Hartford Total Return exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Hartford Total Market Risk Adjusted Performance of 0.2231 and Risk Adjusted Performance of (0.061306) to validate risk estimate we provide. The etf retains Market Volatility (i.e. Beta) of -0.2578 which attests that as returns on market increase, returns on owning Hartford Total are expected to decrease at a much smaller rate. During bear market, Hartford Total is likely to outperform the market.. Even though it is essential to pay attention to Hartford Total Return current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining future performance of any etf is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Hartford Total Return exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.54 

Modest predictability

Hartford Total Return Bond has modest predictability. Overlapping area represents the amount of predictability between Hartford Total time series from December 19, 2017 to January 3, 2018 and January 3, 2018 to January 18, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Hartford Total Return price movement. The serial correlation of 0.54 indicates that about 54.0% of current Hartford Total price fluctuation can be explain by its past prices.
Correlation Coefficient 0.54
Spearman Rank Test -0.37
Price Variance 0.01
Lagged Price Variance 0.03

Hartford Total Lagged Returns

 Regressed Prices 

Hartford Total Performance vs DOW

The median price of Hartford Total for the period between Tue, Dec 19, 2017 and Thu, Jan 18, 2018 is 39.9618 with a coefficient of variation of 0.38. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 39.94, and mean deviation of 0.12. The Etf did not receive any noticable media coverage during the period.
Price Growth (%)