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American Beacon Emerging Mkts Inv (AAEPX)
On
Dec 3
:
12.73
0.03
(0.24%)
MORE ON AAEPX
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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
(2007)
:
33.67%
Worst 1 Yr Total Return
(2008)
:
-51.64%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AAEPX
Category
Alpha (against Standard Index)
13.17
12.35
Beta (against Standard Index)
1.27
1.29
Mean Annual Return
4.32
0.71
R-squared (against Standard Index)
90
87.52
Standard Deviation
31.96
33.07
Sharpe Ratio
0.22
N/A
Treynor Ratio
1.50
N/A
5 Years
Statistic
AAEPX
Category
Alpha (against Standard Index)
9.36
9.15
Beta (against Standard Index)
1.29
1.29
Mean Annual Return
14.63
1.44
R-squared (against Standard Index)
88
85.78
Standard Deviation
27.27
27.65
Sharpe Ratio
0.54
N/A
Treynor Ratio
8.97
N/A
10 Years
Statistic
AAEPX
Category
Alpha (against Standard Index)
N/A
9.81
Beta (against Standard Index)
N/A
1.23
Mean Annual Return
N/A
1.14
R-squared (against Standard Index)
N/A
76.71
Standard Deviation
N/A
25.41
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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