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American Beacon Lg Cap Value AMR (AAGAX)
On
Dec 8
:
17.03
0.19
(1.10%)
MORE ON AAGAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
19.69%
Worst 1 Yr Total Return
(2008)
:
-39.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AAGAX
Category
Alpha (against Standard Index)
0.01
-1.05
Beta (against Standard Index)
1.09
1.02
Mean Annual Return
-8.04
-0.55
R-squared (against Standard Index)
97
94.27
Standard Deviation
21.56
20.65
Sharpe Ratio
-0.39
N/A
Treynor Ratio
-9.59
N/A
5 Years
Statistic
AAGAX
Category
Alpha (against Standard Index)
1.66
0.04
Beta (against Standard Index)
1.09
1.02
Mean Annual Return
1.61
0.14
R-squared (against Standard Index)
97
93.13
Standard Deviation
17.60
16.85
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.30
N/A
10 Years
Statistic
AAGAX
Category
Alpha (against Standard Index)
5.10
2.54
Beta (against Standard Index)
0.94
0.88
Mean Annual Return
4.23
0.27
R-squared (against Standard Index)
80
80.76
Standard Deviation
16.96
15.89
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.33
N/A
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