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American Funds American Hi Inc Tr R1 (RITAX)
On
Dec 1
:
10.41
0.01
(0.10%)
MORE ON RITAX
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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)
:
11.25%
Worst 1 Yr Total Return
(2008)
:
-28.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RITAX
Category
Alpha (against Standard Index)
-4.27
-3.12
Beta (against Standard Index)
1.22
1.16
Mean Annual Return
1.66
0.31
R-squared (against Standard Index)
10
10.86
Standard Deviation
15.41
15.35
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.62
N/A
5 Years
Statistic
RITAX
Category
Alpha (against Standard Index)
-0.48
-0.09
Beta (against Standard Index)
0.95
0.92
Mean Annual Return
3.73
0.40
R-squared (against Standard Index)
8
8.80
Standard Deviation
12.13
12.20
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.74
N/A
10 Years
Statistic
RITAX
Category
Alpha (against Standard Index)
0.95
0.55
Beta (against Standard Index)
0.53
0.51
Mean Annual Return
5.16
0.43
R-squared (against Standard Index)
4
3.74
Standard Deviation
10.69
10.75
Sharpe Ratio
0.25
N/A
Treynor Ratio
4.11
N/A
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