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American Funds Growth HLS IB (HVRBX)
On
Dec 24
:
8.04
0.05
(0.63%)
MORE ON HVRBX
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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
HVRBX
Category
Alpha (against Standard Index)
1.54
2.20
Beta (against Standard Index)
1.09
0.99
Mean Annual Return
-5.48
-0.14
R-squared (against Standard Index)
91
88.76
Standard Deviation
22.73
21.04
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-7.10
N/A
5 Years
Statistic
HVRBX
Category
Alpha (against Standard Index)
2.04
0.80
Beta (against Standard Index)
1.10
1.01
Mean Annual Return
2.21
0.24
R-squared (against Standard Index)
89
86.59
Standard Deviation
18.63
17.50
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.71
N/A
10 Years
Statistic
HVRBX
Category
Alpha (against Standard Index)
3.74
-0.13
Beta (against Standard Index)
1.18
1.04
Mean Annual Return
1.83
0.05
R-squared (against Standard Index)
80
78.99
Standard Deviation
21.34
19.17
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.93
N/A
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