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American Funds New World HLS IB (HVWBX)
On
Jan 7
:
8.96
0.07
(0.78%)
MORE ON HVWBX
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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
HVWBX
Category
Alpha (against Standard Index)
9.20
12.34
Beta (against Standard Index)
0.91
1.29
Mean Annual Return
4.33
0.68
R-squared (against Standard Index)
90
87.47
Standard Deviation
22.93
33.01
Sharpe Ratio
0.20
N/A
Treynor Ratio
2.26
N/A
5 Years
Statistic
HVWBX
Category
Alpha (against Standard Index)
8.31
9.77
Beta (against Standard Index)
0.93
1.29
Mean Annual Return
12.90
1.39
R-squared (against Standard Index)
88
85.58
Standard Deviation
19.58
27.53
Sharpe Ratio
0.57
N/A
Treynor Ratio
10.61
N/A
10 Years
Statistic
HVWBX
Category
Alpha (against Standard Index)
7.38
9.46
Beta (against Standard Index)
0.89
1.23
Mean Annual Return
9.67
1.10
R-squared (against Standard Index)
83
77.00
Standard Deviation
17.63
25.24
Sharpe Ratio
0.45
N/A
Treynor Ratio
7.57
N/A
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