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American Funds American Balanced A (ABALX)
On
Dec 7
:
16.29
0.02
(0.12%)
MORE ON ABALX
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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)
:
11.81%
Worst 1 Yr Total Return
(2008)
:
-25.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ABALX
Category
Alpha (against Standard Index)
-2.78
-2.88
Beta (against Standard Index)
1.01
1.08
Mean Annual Return
-2.33
-0.13
R-squared (against Standard Index)
95
93.44
Standard Deviation
13.61
14.69
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-4.72
N/A
5 Years
Statistic
ABALX
Category
Alpha (against Standard Index)
-2.59
-2.47
Beta (against Standard Index)
0.98
1.06
Mean Annual Return
1.93
0.23
R-squared (against Standard Index)
93
92.52
Standard Deviation
10.95
11.89
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-1.11
N/A
10 Years
Statistic
ABALX
Category
Alpha (against Standard Index)
0.57
-2.17
Beta (against Standard Index)
0.95
1.05
Mean Annual Return
5.17
0.26
R-squared (against Standard Index)
80
86.72
Standard Deviation
10.56
11.31
Sharpe Ratio
0.26
N/A
Treynor Ratio
2.32
N/A
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