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American Funds American Hi Inc Tr R6 (RITGX)
On
Dec 24
:
10.58
0.00
(0.00%)
MORE ON RITGX
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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
RITGX
Category
Alpha (against Standard Index)
-3.53
-3.31
Beta (against Standard Index)
1.22
1.15
Mean Annual Return
2.49
0.30
R-squared (against Standard Index)
10
10.85
Standard Deviation
15.42
15.35
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.18
N/A
5 Years
Statistic
RITGX
Category
Alpha (against Standard Index)
-0.10
-0.58
Beta (against Standard Index)
0.99
0.95
Mean Annual Return
4.63
0.39
R-squared (against Standard Index)
9
9.33
Standard Deviation
12.14
12.17
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.67
N/A
10 Years
Statistic
RITGX
Category
Alpha (against Standard Index)
1.61
0.41
Beta (against Standard Index)
0.55
0.52
Mean Annual Return
5.95
0.42
R-squared (against Standard Index)
4
3.87
Standard Deviation
10.68
10.75
Sharpe Ratio
0.32
N/A
Treynor Ratio
5.55
N/A
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