Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HMVIX (HARTFORD MIDCAP VALUE HLS FUND IA) | NA | -15.47% | -1.88% | 2.75% | 5.64% | 1.47% | NA | 3.11% |
Data as of 11/13/2020, AR inception is 12/27/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HMVIX (HARTFORD MIDCAP VALUE HLS FUND IA) | 12/27/2001 | 11/13/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -15.47 | -1.88 | 2.75 | 5.64 | 1.47 | NA | 3.11 | -25.83 | 12.69 | -14.56 | 13.47 | 12.82 | -1.21 | -5.87 | 33.13 | 23.41 | -8.53 | 23.89 | 43.13 | -52.84 | -12.98 | 1.21 | -1.06 | 16.29 | 43.34 | -12.83 | 1.20 |
| Sharpe Ratio | NA | -0.56 | -0.36 | -0.12 | 0.13 | NA | NA | 0.03 | -0.65 | 0.55 | -1.00 | 1.29 | 0.74 | -0.08 | -0.31 | 2.53 | 1.57 | -0.31 | 1.10 | 1.28 | -1.13 | -0.72 | -0.11 | -0.21 | 1.20 | 2.65 | -0.58 | 9.69 |
| Standard Deviation(%) | NA | 42.06 | 28.50 | 23.88 | 21.46 | NA | NA | 23.64 | 44.88 | 20.35 | 15.84 | 9.96 | 17.03 | 15.40 | 19.04 | 13.08 | 15.03 | 27.73 | 21.56 | 33.51 | 47.45 | 22.29 | 19.24 | 15.48 | 12.75 | 16.08 | 23.93 | 35.95 |
| Draw Down(%) | NA | 44.70 | 48.34 | 48.34 | 48.34 | NA | NA | 74.66 | 44.70 | 17.71 | 23.20 | 6.12 | 15.17 | 14.18 | 23.37 | 6.82 | 12.25 | 28.86 | 18.43 | 29.93 | 64.34 | 28.67 | 23.73 | 12.83 | 9.06 | 14.21 | 33.03 | 1.00 |
| Yield(%) | 0.00 | 8.16 | 9.30 | 9.76 | 8.58 | 4.11 | 42.88 | 47.65 | 6.90 | 16.13 | 7.82 | 7.57 | 14.84 | 15.01 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.65 | 0.00 | 0.00 | 1.21 |
Data as of 11/13/2020, AR inception is 12/27/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HMVIX (HARTFORD MIDCAP VALUE HLS FUND IA) |
-31.74%
Feb 2006 - Feb 2009 |
-17.80%
Feb 2004 - Feb 2009 |
-1.17%
Jan 2006 - Jan 2016 |
0.07%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HMVIX (HARTFORD MIDCAP VALUE HLS FUND IA) |
31.30%
Feb 2009 - Feb 2012 |
27.77%
Feb 2009 - Feb 2014 |
14.43%
Feb 2009 - Feb 2019 |
5.63%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart