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    American Funds Europacific Growth F1 (AEGFX)

    50.88 Down 0.70(1.36%) Apr 17

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up9
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2009):39.10%
    Worst 1 Yr Total Return(Dec 30, 2008):-40.55%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticAEGFXCategory
    Alpha (against Standard Index)3.592.31
    Beta (against Standard Index)0.890.90
    Mean Annual Return0.820.72
    R-squared (against Standard Index)93.8489.00
    Standard Deviation11.4111.91
    Sharpe Ratio0.850.72
    Treynor Ratio10.719.15
    5 Years
    StatisticAEGFXCategory
    Alpha (against Standard Index)2.062.09
    Beta (against Standard Index)0.940.96
    Mean Annual Return0.640.66
    R-squared (against Standard Index)96.5392.81
    Standard Deviation15.5516.17
    Sharpe Ratio0.490.48
    Treynor Ratio7.087.07
    10 Years
    StatisticAEGFXCategory
    Alpha (against Standard Index)1.990.49
    Beta (against Standard Index)0.910.95
    Mean Annual Return0.720.61
    R-squared (against Standard Index)96.5894.40
    Standard Deviation17.4218.46
    Sharpe Ratio0.410.32
    Treynor Ratio6.454.61