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American Beacon Emerging Mkts Inst (AEMFX)
On
Dec 4
:
13.00
0.07
(0.54%)
MORE ON AEMFX
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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
(2007)
:
34.12%
Worst 1 Yr Total Return
(2008)
:
-51.44%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AEMFX
Category
Alpha (against Standard Index)
13.52
12.35
Beta (against Standard Index)
1.27
1.29
Mean Annual Return
4.68
0.71
R-squared (against Standard Index)
90
87.52
Standard Deviation
32.00
33.07
Sharpe Ratio
0.23
N/A
Treynor Ratio
1.78
N/A
5 Years
Statistic
AEMFX
Category
Alpha (against Standard Index)
9.65
9.15
Beta (against Standard Index)
1.30
1.29
Mean Annual Return
14.95
1.44
R-squared (against Standard Index)
88
85.78
Standard Deviation
27.30
27.65
Sharpe Ratio
0.55
N/A
Treynor Ratio
9.21
N/A
10 Years
Statistic
AEMFX
Category
Alpha (against Standard Index)
N/A
9.81
Beta (against Standard Index)
N/A
1.23
Mean Annual Return
N/A
1.14
R-squared (against Standard Index)
N/A
76.71
Standard Deviation
N/A
25.41
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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