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American Beacon Lg Cap Gr Inst (ALCGX)
On
Dec 4
:
5.32
0.03
(0.57%)
MORE ON ALCGX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
9.38%
Worst 1 Yr Total Return
(2008)
:
-39.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ALCGX
Category
Alpha (against Standard Index)
-2.18
2.45
Beta (against Standard Index)
0.96
1.00
Mean Annual Return
-8.73
-0.24
R-squared (against Standard Index)
93
88.47
Standard Deviation
19.35
20.84
Sharpe Ratio
-0.50
N/A
Treynor Ratio
-11.63
N/A
5 Years
Statistic
ALCGX
Category
Alpha (against Standard Index)
-2.16
0.94
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
-1.83
0.21
R-squared (against Standard Index)
93
86.37
Standard Deviation
16.18
17.46
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-4.96
N/A
10 Years
Statistic
ALCGX
Category
Alpha (against Standard Index)
N/A
0.18
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.04
R-squared (against Standard Index)
N/A
78.62
Standard Deviation
N/A
19.22
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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