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American Beacon Balanced AMR (AABNX)
On
Dec 22
:
11.47
0.37
(3.13%)
MORE ON AABNX
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Research Reports
Risk
As of 30-Nov-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)
:
14.15%
Worst 1 Yr Total Return
(2008)
:
-24.65%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AABNX
Category
Alpha (against Standard Index)
-2.67
-2.96
Beta (against Standard Index)
1.07
1.07
Mean Annual Return
-1.87
-0.09
R-squared (against Standard Index)
93
93.10
Standard Deviation
14.66
14.78
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-3.88
N/A
5 Years
Statistic
AABNX
Category
Alpha (against Standard Index)
-1.63
-2.53
Beta (against Standard Index)
1.05
1.06
Mean Annual Return
3.13
0.24
R-squared (against Standard Index)
92
92.17
Standard Deviation
11.78
11.94
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.14
N/A
10 Years
Statistic
AABNX
Category
Alpha (against Standard Index)
0.87
-2.27
Beta (against Standard Index)
1.00
1.06
Mean Annual Return
5.75
0.27
R-squared (against Standard Index)
82
86.88
Standard Deviation
11.01
11.38
Sharpe Ratio
0.30
N/A
Treynor Ratio
2.82
N/A
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