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American Funds Growth-Income HLS IB (HVNBX)
On
Dec 30
:
8.27
0.01
(0.12%)
MORE ON HVNBX
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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
HVNBX
Category
Alpha (against Standard Index)
-0.61
0.06
Beta (against Standard Index)
0.96
1.00
Mean Annual Return
-6.02
-0.33
R-squared (against Standard Index)
98
95.82
Standard Deviation
19.28
20.42
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-8.64
N/A
5 Years
Statistic
HVNBX
Category
Alpha (against Standard Index)
-0.36
0.04
Beta (against Standard Index)
0.96
1.01
Mean Annual Return
0.46
0.17
R-squared (against Standard Index)
97
95.19
Standard Deviation
15.58
16.64
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-2.64
N/A
10 Years
Statistic
HVNBX
Category
Alpha (against Standard Index)
3.09
0.81
Beta (against Standard Index)
0.90
0.96
Mean Annual Return
2.89
0.14
R-squared (against Standard Index)
91
91.13
Standard Deviation
15.37
16.39
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.04
N/A
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