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American Funds American Balanced F-2 (AMBFX)
On
Dec 4
:
16.28
0.02
(0.12%)
MORE ON AMBFX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AMBFX
Category
Alpha (against Standard Index)
-2.67
-2.88
Beta (against Standard Index)
1.01
1.08
Mean Annual Return
-2.23
-0.13
R-squared (against Standard Index)
95
93.44
Standard Deviation
13.64
14.69
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-4.60
N/A
5 Years
Statistic
AMBFX
Category
Alpha (against Standard Index)
-2.53
-2.47
Beta (against Standard Index)
0.99
1.06
Mean Annual Return
2.00
0.23
R-squared (against Standard Index)
93
92.52
Standard Deviation
10.97
11.89
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-1.04
N/A
10 Years
Statistic
AMBFX
Category
Alpha (against Standard Index)
0.60
-2.17
Beta (against Standard Index)
0.95
1.05
Mean Annual Return
5.21
0.26
R-squared (against Standard Index)
80
86.72
Standard Deviation
10.57
11.31
Sharpe Ratio
0.26
N/A
Treynor Ratio
2.35
N/A
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