Hartford E Risk Adjusted Performance
| HAIAX Fund | | | USD 57.33 0.32 0.56% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is Hartford E's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
With Risk Adjusted Performance at 0.0871, Hartford E shows positive but modest risk-adjusted return. Hartford E has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0871 | |
Risk Adjusted Performance Peers Comparison
Among sector peers, Hartford E's Risk Adjusted Performance of 0.0871 is above the 0.06 group average. The range runs from 0.0199 (Mfs Research International) to 0.0959 (Clearbridge Large Cap). Hartford E's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Hartford E and its peers. Each point represents one equity — position along the horizontal axis shows Risk Adjusted Performance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Hartford E's Maximum Drawdown of
3.77 runs about
43.25 times its Risk Adjusted Performance of
0.09 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Hartford E.
Methodology, Assumptions & Data Sources
Hartford E has a current Risk Adjusted Performance reading of 0.0871. The Risk Adjusted Performance for Hartford E applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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