Hartford Mid Related Correlations
HMVAX Fund | USD 15.73 0.01 0.06% |
Correlations
0.82 | 0.88 | 0.26 | 0.96 | TBDAX | ||
0.82 | 0.93 | 0.47 | 0.86 | SPQAX | ||
0.88 | 0.93 | 0.32 | 0.93 | PGOAX | ||
0.26 | 0.47 | 0.32 | 0.26 | PDBAX | ||
0.96 | 0.86 | 0.93 | 0.26 | PSIAX | ||
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Risk-Adjusted Indicators
There is a big difference between Hartford Mutual Fund performing well and Hartford Mid 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 Hartford Mid'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
TBDAX | 0.86 | 0.08 | 0.02 | 0.73 | 0.99 | 1.79 | 7.35 | |||
SPQAX | 0.41 | (0.03) | 0.00 | (0.16) | 0.00 | 0.85 | 3.11 | |||
PGOAX | 0.78 | (0.02) | 0.00 | (0.08) | 0.00 | 1.56 | 5.11 | |||
PDBAX | 0.29 | (0.04) | 0.00 | (0.11) | 0.00 | 0.51 | 2.02 | |||
PSIAX | 0.55 | 0.04 | (0.01) | 0.52 | 0.71 | 1.09 | 4.73 |