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American Beacon Intermediate Bd Instl (AABDX)
On
Dec 4
:
10.66
0.04
(0.37%)
MORE ON AABDX
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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:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
7.19%
Worst 1 Yr Total Return
(2005)
:
2.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AABDX
Category
Alpha (against Standard Index)
0.37
-1.72
Beta (against Standard Index)
1.08
1.02
Mean Annual Return
7.03
0.39
R-squared (against Standard Index)
97
59.27
Standard Deviation
4.39
5.93
Sharpe Ratio
1.01
N/A
Treynor Ratio
4.29
N/A
5 Years
Statistic
AABDX
Category
Alpha (against Standard Index)
0.26
-1.05
Beta (against Standard Index)
1.06
0.98
Mean Annual Return
5.43
0.33
R-squared (against Standard Index)
97
61.87
Standard Deviation
3.86
4.88
Sharpe Ratio
0.60
N/A
Treynor Ratio
2.28
N/A
10 Years
Statistic
AABDX
Category
Alpha (against Standard Index)
-0.12
-0.65
Beta (against Standard Index)
1.02
0.96
Mean Annual Return
6.25
0.45
R-squared (against Standard Index)
97
71.12
Standard Deviation
3.90
4.47
Sharpe Ratio
0.82
N/A
Treynor Ratio
3.21
N/A
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