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American Beacon S&P 500 Idx Inv (AAFPX)
On
Dec 7
:
14.88
0.03
(0.20%)
MORE ON AAFPX
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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)
:
15.09%
Worst 1 Yr Total Return
(2008)
:
-37.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AAFPX
Category
Alpha (against Standard Index)
-0.46
0.38
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-7.43
-0.41
R-squared (against Standard Index)
99
95.50
Standard Deviation
19.55
20.09
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-9.87
N/A
5 Years
Statistic
AAFPX
Category
Alpha (against Standard Index)
-0.52
0.26
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
-0.18
0.16
R-squared (against Standard Index)
99
94.84
Standard Deviation
15.94
16.47
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.21
N/A
10 Years
Statistic
AAFPX
Category
Alpha (against Standard Index)
-0.57
0.84
Beta (against Standard Index)
1.00
0.97
Mean Annual Return
-1.51
0.11
R-squared (against Standard Index)
99
91.16
Standard Deviation
16.11
16.35
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-4.49
N/A
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