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American Funds Bond HLS IB (HVBBX)
On
Jan 5
:
9.91
0.05
(0.51%)
MORE ON HVBBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HVBBX
Category
Alpha (against Standard Index)
-4.20
-1.73
Beta (against Standard Index)
1.01
1.02
Mean Annual Return
1.95
0.39
R-squared (against Standard Index)
44
59.65
Standard Deviation
6.19
5.93
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-0.32
N/A
5 Years
Statistic
HVBBX
Category
Alpha (against Standard Index)
-2.05
-1.13
Beta (against Standard Index)
0.90
0.98
Mean Annual Return
3.03
0.35
R-squared (against Standard Index)
42
61.85
Standard Deviation
5.04
4.90
Sharpe Ratio
0.03
N/A
Treynor Ratio
0.05
N/A
10 Years
Statistic
HVBBX
Category
Alpha (against Standard Index)
-0.58
-0.67
Beta (against Standard Index)
0.76
0.96
Mean Annual Return
4.94
0.46
R-squared (against Standard Index)
35
70.95
Standard Deviation
4.81
4.48
Sharpe Ratio
0.42
N/A
Treynor Ratio
2.63
N/A
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