THE HARTFORD Treynor Ratio
| HBLVX Fund | | | USD 15.03 0.01 0.07% |
The Treynor Ratio measures excess return per unit of systematic risk (beta) rather than total risk. It is calculated as (Portfolio Return - Risk-Free Rate) / Beta, isolating how well the asset compensates investors for market exposure that cannot be diversified away. Below is THE HARTFORD's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
With Treynor Ratio at
-0.02, THE HARTFORD shows negative return per unit of systematic risk. THE HARTFORD has not been compensated for the market risk it carries — systematic exposure has produced negative returns over the measured period.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | -0.02 | |
| ER[a] | = | Expected return on investing in THE HARTFORD |
| BETA | = | Beta coefficient between THE HARTFORD and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
Among sector peers, THE HARTFORD's Treynor Ratio of -0.0247 is below the 0.03 group average. The range runs from -0.0327 (The Hartford Balanced) to 0.0771 (T Rowe Price). THE HARTFORD has earned less return per unit of systematic risk than the peer average.
Treynor Ratio Relative To Other Indicators
The chart below plots Treynor Ratio against Maximum Drawdown for Hartford Balanced and its peers. Each point represents one equity — position along the horizontal axis shows Treynor Ratio 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.
Compare THE HARTFORD to PeersMethodology, Assumptions & Data Sources
THE HARTFORD has a current Treynor Ratio reading of -0.02. This Treynor Ratio reading for THE HARTFORD results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. THE HARTFORD operates in the allocation--30% to 50% equity sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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