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American Beacon Intl Equity Instl (AAIEX)
On
Dec 4
:
16.52
0.01
(0.06%)
MORE ON AAIEX
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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)
:
26.29%
Worst 1 Yr Total Return
(2008)
:
-40.57%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AAIEX
Category
Alpha (against Standard Index)
0.32
-0.42
Beta (against Standard Index)
1.01
1.00
Mean Annual Return
-5.10
-0.24
R-squared (against Standard Index)
96
95.20
Standard Deviation
24.66
24.69
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-7.43
N/A
5 Years
Statistic
AAIEX
Category
Alpha (against Standard Index)
-0.40
-0.74
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
4.62
0.52
R-squared (against Standard Index)
96
94.71
Standard Deviation
20.23
20.34
Sharpe Ratio
0.18
N/A
Treynor Ratio
1.60
N/A
10 Years
Statistic
AAIEX
Category
Alpha (against Standard Index)
2.40
2.15
Beta (against Standard Index)
0.99
0.98
Mean Annual Return
4.45
0.49
R-squared (against Standard Index)
95
91.79
Standard Deviation
18.33
18.42
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.49
N/A
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