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American Funds Capital World Bond F1 (WBFFX)

20.04 Down 0.02(0.10%) Oct 21

Risk as of Sep 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up10
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2003):18.74%
Worst 1 Yr Total Return(Dec 30, 2015):-4.13%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-1.73-0.92
Beta (against Standard Index)1.000.76
Mean Annual Return0.190.18
R-squared (against Standard Index)37.9728.15
Standard Deviation4.264.53
Sharpe Ratio0.510.62
Treynor Ratio2.092.48
5 Years
Alpha (against Standard Index)-1.08-0.39
Beta (against Standard Index)1.120.94
Mean Annual Return0.200.21
R-squared (against Standard Index)41.7033.64
Standard Deviation4.634.84
Sharpe Ratio0.490.62
Treynor Ratio1.953.05
10 Years
Alpha (against Standard Index)-1.85-0.99
Beta (against Standard Index)1.361.21
Mean Annual Return0.360.38
R-squared (against Standard Index)45.3237.04
Standard Deviation6.546.74
Sharpe Ratio0.530.62
Treynor Ratio2.463.39