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American Funds AMCAP A (AMCPX)
On
Nov 27
:
15.99
0.25
(1.54%)
MORE ON AMCPX
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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)
:
9.80%
Worst 1 Yr Total Return
(2008)
:
-37.68%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AMCPX
Category
Alpha (against Standard Index)
2.55
2.45
Beta (against Standard Index)
0.99
1.00
Mean Annual Return
-4.52
-0.24
R-squared (against Standard Index)
95
88.47
Standard Deviation
19.72
20.84
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-7.03
N/A
5 Years
Statistic
AMCPX
Category
Alpha (against Standard Index)
0.79
0.94
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
1.16
0.21
R-squared (against Standard Index)
94
86.37
Standard Deviation
16.05
17.46
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-1.91
N/A
10 Years
Statistic
AMCPX
Category
Alpha (against Standard Index)
3.48
0.18
Beta (against Standard Index)
0.93
1.04
Mean Annual Return
2.83
0.04
R-squared (against Standard Index)
91
78.62
Standard Deviation
15.64
19.22
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.15
N/A
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