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American Beacon Small Cp Val AMR (AASVX)
On
Dec 1
:
15.03
0.25
(1.69%)
MORE ON AASVX
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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:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
23.88%
Worst 1 Yr Total Return
(2008)
:
-31.81%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AASVX
Category
Alpha (against Standard Index)
4.01
1.78
Beta (against Standard Index)
1.26
1.18
Mean Annual Return
-6.60
-0.41
R-squared (against Standard Index)
88
85.71
Standard Deviation
26.25
24.90
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-7.13
N/A
5 Years
Statistic
AASVX
Category
Alpha (against Standard Index)
2.55
1.92
Beta (against Standard Index)
1.28
1.20
Mean Annual Return
1.39
0.27
R-squared (against Standard Index)
86
82.80
Standard Deviation
21.85
21.07
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.28
N/A
10 Years
Statistic
AASVX
Category
Alpha (against Standard Index)
11.83
9.10
Beta (against Standard Index)
1.04
0.95
Mean Annual Return
10.49
0.80
R-squared (against Standard Index)
69
64.80
Standard Deviation
20.19
19.04
Sharpe Ratio
0.45
N/A
Treynor Ratio
7.22
N/A
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