Hartford Balanced Risk Adjusted Performance
HBLFX Fund | USD 14.41 0.02 0.14% |
Hartford |
| = | 0.0485 |
ER[a] | = | Expected return on investing in Hartford Balanced |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Hartford Balanced Risk Adjusted Performance Peers Comparison
Hartford Risk Adjusted Performance Relative To Other Indicators
The Hartford Balanced is rated # 5 fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 42.95 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for The Hartford Balanced is roughly 42.95
Risk Adjusted Performance |
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Thematic Opportunities
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Hartford Balanced Technical Signals
All Hartford Balanced Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.0485 | |||
Market Risk Adjusted Performance | 0.064 | |||
Mean Deviation | 0.2849 | |||
Semi Deviation | 0.3377 | |||
Downside Deviation | 0.4168 | |||
Coefficient Of Variation | 1412.66 | |||
Standard Deviation | 0.385 | |||
Variance | 0.1482 | |||
Information Ratio | 0.1846 | |||
Jensen Alpha | 0.0344 | |||
Total Risk Alpha | 0.0414 | |||
Sortino Ratio | 0.1705 | |||
Treynor Ratio | 0.054 | |||
Maximum Drawdown | 2.08 | |||
Value At Risk | (0.69) | |||
Potential Upside | 0.6845 | |||
Downside Variance | 0.1737 | |||
Semi Variance | 0.1141 | |||
Expected Short fall | (0.32) | |||
Skewness | (0.43) | |||
Kurtosis | 1.2 |