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American Beacon Emerging Mkts AMR (AAMRX)
On
Dec 23
:
12.62
0.11
(0.88%)
MORE ON AAMRX
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Research Reports
Risk
As of 30-Nov-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)
:
34.39%
Worst 1 Yr Total Return
(2008)
:
-51.30%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AAMRX
Category
Alpha (against Standard Index)
13.88
12.34
Beta (against Standard Index)
1.27
1.29
Mean Annual Return
4.66
0.68
R-squared (against Standard Index)
90
87.47
Standard Deviation
31.95
33.01
Sharpe Ratio
0.24
N/A
Treynor Ratio
1.88
N/A
5 Years
Statistic
AAMRX
Category
Alpha (against Standard Index)
10.52
9.77
Beta (against Standard Index)
1.30
1.29
Mean Annual Return
14.59
1.39
R-squared (against Standard Index)
88
85.58
Standard Deviation
27.16
27.53
Sharpe Ratio
0.54
N/A
Treynor Ratio
8.92
N/A
10 Years
Statistic
AAMRX
Category
Alpha (against Standard Index)
N/A
9.46
Beta (against Standard Index)
N/A
1.23
Mean Annual Return
N/A
1.10
R-squared (against Standard Index)
N/A
77.00
Standard Deviation
N/A
25.24
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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