Hartford Multifactor Risk Adjusted Performance
ROUS Etf | USD 53.11 0.47 0.89% |
Hartford |
| = | 0.059 |
ER[a] | = | Expected return on investing in Hartford Multifactor |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Hartford Multifactor Risk Adjusted Performance Peers Comparison
Hartford Risk Adjusted Performance Relative To Other Indicators
Hartford Multifactor Equity is rated fourth largest ETF in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about 93.50 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Hartford Multifactor Equity is roughly 93.50
Risk Adjusted Performance |
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Hartford Multifactor Technical Signals
All Hartford Multifactor Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.059 | |||
Market Risk Adjusted Performance | 0.1216 | |||
Mean Deviation | 0.5468 | |||
Semi Deviation | 0.6846 | |||
Downside Deviation | 0.7485 | |||
Coefficient Of Variation | 1392.49 | |||
Standard Deviation | 0.7635 | |||
Variance | 0.5829 | |||
Information Ratio | (0.06) | |||
Jensen Alpha | 0.0087 | |||
Total Risk Alpha | (0.04) | |||
Sortino Ratio | (0.06) | |||
Treynor Ratio | 0.1116 | |||
Maximum Drawdown | 5.52 | |||
Value At Risk | (1.03) | |||
Potential Upside | 1.17 | |||
Downside Variance | 0.5602 | |||
Semi Variance | 0.4687 | |||
Expected Short fall | (0.59) | |||
Skewness | 0.0672 | |||
Kurtosis | 3.64 |