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American Beacon Balanced Instl (AADBX)
On
Dec 4
:
12.35
0.03
(0.24%)
MORE ON AADBX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
13.85%
Worst 1 Yr Total Return
(2008)
:
-24.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AADBX
Category
Alpha (against Standard Index)
-3.21
-2.88
Beta (against Standard Index)
1.06
1.08
Mean Annual Return
-2.91
-0.13
R-squared (against Standard Index)
93
93.44
Standard Deviation
14.43
14.69
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-5.03
N/A
5 Years
Statistic
AADBX
Category
Alpha (against Standard Index)
-1.78
-2.47
Beta (against Standard Index)
1.05
1.06
Mean Annual Return
2.82
0.23
R-squared (against Standard Index)
92
92.52
Standard Deviation
11.73
11.89
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.20
N/A
10 Years
Statistic
AADBX
Category
Alpha (against Standard Index)
0.25
-2.17
Beta (against Standard Index)
0.99
1.05
Mean Annual Return
4.89
0.26
R-squared (against Standard Index)
81
86.72
Standard Deviation
10.96
11.31
Sharpe Ratio
0.22
N/A
Treynor Ratio
1.93
N/A
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