The Hartford Related Correlations
HBLYX Fund | USD 14.37 0.05 0.35% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between The Mutual Fund performing well and The Hartford Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze The Hartford's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
POEIX | 0.58 | 0.06 | 0.05 | 0.17 | 0.53 | 1.11 | 4.04 | |||
REMVX | 0.58 | 0.06 | 0.04 | 0.18 | 0.71 | 1.25 | 5.79 | |||
FHYVX | 0.18 | 0.01 | (0.22) | 0.45 | 0.19 | 0.46 | 1.71 | |||
PRINX | 0.14 | (0.01) | (0.33) | (0.02) | 0.17 | 0.36 | 1.25 | |||
BBINX | 0.10 | 0.00 | (0.52) | 0.00 | 0.10 | 0.29 | 0.88 | |||
PRFHX | 0.16 | 0.01 | (0.22) | 0.13 | 0.13 | 0.46 | 1.39 | |||
MGGYX | 0.25 | (0.02) | (0.28) | (0.07) | 0.29 | 0.48 | 1.18 | |||
AFB | 0.42 | (0.05) | 0.00 | (0.06) | 0.00 | 1.05 | 2.52 |