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American Funds American Hi Inc Tr 529-F1 (CITFX)
On
Dec 3
:
10.45
0.02
(0.19%)
MORE ON CITFX
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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)
:
12.35%
Worst 1 Yr Total Return
(2008)
:
-27.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CITFX
Category
Alpha (against Standard Index)
-3.26
-3.12
Beta (against Standard Index)
1.22
1.16
Mean Annual Return
2.68
0.31
R-squared (against Standard Index)
10
10.86
Standard Deviation
15.41
15.35
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.22
N/A
5 Years
Statistic
CITFX
Category
Alpha (against Standard Index)
0.48
-0.09
Beta (against Standard Index)
0.95
0.92
Mean Annual Return
4.73
0.40
R-squared (against Standard Index)
8
8.80
Standard Deviation
12.13
12.20
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.80
N/A
10 Years
Statistic
CITFX
Category
Alpha (against Standard Index)
1.82
0.55
Beta (against Standard Index)
0.53
0.51
Mean Annual Return
6.07
0.43
R-squared (against Standard Index)
4
3.74
Standard Deviation
10.69
10.75
Sharpe Ratio
0.33
N/A
Treynor Ratio
5.83
N/A
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