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American Funds American Hi Inc Tr 529B (CITBX)
On
Dec 4
:
10.46
0.01
(0.10%)
MORE ON CITBX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
11.20%
Worst 1 Yr Total Return
(2008)
:
-28.14%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CITBX
Category
Alpha (against Standard Index)
-4.28
-3.12
Beta (against Standard Index)
1.23
1.16
Mean Annual Return
1.65
0.31
R-squared (against Standard Index)
10
10.86
Standard Deviation
15.41
15.35
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.63
N/A
5 Years
Statistic
CITBX
Category
Alpha (against Standard Index)
-0.52
-0.09
Beta (against Standard Index)
0.95
0.92
Mean Annual Return
3.69
0.40
R-squared (against Standard Index)
8
8.80
Standard Deviation
12.13
12.20
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.70
N/A
10 Years
Statistic
CITBX
Category
Alpha (against Standard Index)
0.91
0.55
Beta (against Standard Index)
0.53
0.51
Mean Annual Return
5.11
0.43
R-squared (against Standard Index)
4
3.74
Standard Deviation
10.68
10.75
Sharpe Ratio
0.25
N/A
Treynor Ratio
4.03
N/A
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