Hartford Schroders Backtesting

HHHYX -- USA Fund  

USD 14.54  0.04  0.27%

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

Hartford Schroders 'What if' Analysis

October 21, 2018
No Change 0.00  0.0%
In 31 days
November 20, 2018
If you would invest  0.00  in Hartford Schroders on October 21, 2018 and sell it all today you would earn a total of 0.00 from holding Hartford Schroders Emerging Mkts Eq Y or generate 0.0% return on investment in Hartford Schroders over 30 days. Hartford Schroders is related to or competes with Vanguard Emerging, American Funds, DFA Emerging, Fidelity Series, Lazard Emerging, Lazard Emerging, and Virtus Vontobel. The fund normally invests at least 80 percent of its assets in equity securities of emerging market companies

Hartford Schroders Upside/Downside Indicators

Downside Deviation1.71
Information Ratio0.1207
Maximum Drawdown4.23
Value At Risk1.88
Potential Upside2.1

Hartford Schroders Market Premium Indicators

Risk Adjusted Performance0.0942
Jensen Alpha0.1131
Total Risk Alpha0.1984
Sortino Ratio0.1062
Treynor Ratio0.7293

Hartford Schroders Backtested Returns

We consider Hartford Schroders not very risky. Hartford Schroders holds Efficiency (Sharpe) Ratio of 0.0137 which attests that Hartford Schroders had 0.0137% of return per unit of risk over the last 1 month. Our philosophy towards determining volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Hartford Schroders which you can use to evaluate future volatility of the entity. Please check out Hartford Schroders Downside Deviation of 1.71, Market Risk Adjusted Performance of 0.7393 and Risk Adjusted Performance of 0.0942 to validate if risk estimate we provide are consistent with the epected return of 0.0206%. The fund retains Market Volatility (i.e. Beta) of 0.1399 which attests that as returns on market increase, Hartford Schroders returns are expected to increase less than the market. However during bear market, the loss on holding Hartford Schroders will be expected to be smaller as well.. Although it is extremely important to respect Hartford Schroders current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By evaluating Hartford Schroders technical indicators you can presently evaluate if the expected return of 0.0206% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.52 
correlation synergy

Modest predictability

Hartford Schroders Emerging Mkts Eq Y has modest predictability. Overlapping area represents the amount of predictability between Hartford Schroders time series from October 21, 2018 to November 5, 2018 and November 5, 2018 to November 20, 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 Schroders price movement. The serial correlation of 0.52 indicates that about 52.0% of current Hartford Schroders price fluctuation can be explain by its past prices.
Correlation Coefficient0.52
Spearman Rank Test0.02
Residual Average0.0
Price Variance0.04

Hartford Schroders lagged returns against current returns

 Current and Lagged Values 

Hartford Schroders regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Hartford Schroders Lagged Returns

 Regressed Prices 

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Please also check Hartford Schroders Hype Analysis, Hartford Schroders Correlation, Portfolio Optimization, Hartford Schroders Volatility as well as analyze Hartford Schroders Alpha and Beta and Hartford Schroders Performance. Please also try Premium Stories module to follow macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
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