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    American Funds Europacific Growth F1 (AEGFX)

    46.46 Down 0.06(0.13%) Jan 17

    Risk as of Dec 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up10
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2009):39.10%
    Worst 1 Yr Total Return(Dec 30, 2008):-40.55%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticAEGFXCategory
    Alpha (against Standard Index)0.45-0.31
    Beta (against Standard Index)0.830.86
    Mean Annual Return-0.03-0.10
    R-squared (against Standard Index)89.2282.62
    Standard Deviation11.1812.01
    Sharpe Ratio-0.04-0.11
    Treynor Ratio-1.33-2.29
    5 Years
    StatisticAEGFXCategory
    Alpha (against Standard Index)2.321.70
    Beta (against Standard Index)0.860.87
    Mean Annual Return0.610.56
    R-squared (against Standard Index)92.8186.46
    Standard Deviation11.9912.52
    Sharpe Ratio0.600.53
    Treynor Ratio7.766.99
    10 Years
    StatisticAEGFXCategory
    Alpha (against Standard Index)1.520.49
    Beta (against Standard Index)0.900.93
    Mean Annual Return0.350.26
    R-squared (against Standard Index)96.2292.88
    Standard Deviation17.5618.50
    Sharpe Ratio0.200.13
    Treynor Ratio2.100.81