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American Beacon Mid Cap Value Adv (AMCSX)
On
Dec 28
:
8.23
0.02
(0.24%)
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-36.49%
Worst 1 Yr Total Return
(2008)
:
-36.49%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AMCSX
Category
Alpha (against Standard Index)
2.05
0.96
Beta (against Standard Index)
1.20
1.15
Mean Annual Return
-6.15
-0.33
R-squared (against Standard Index)
89
89.96
Standard Deviation
25.13
24.07
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-7.02
N/A
5 Years
Statistic
AMCSX
Category
Alpha (against Standard Index)
1.84
1.28
Beta (against Standard Index)
1.19
1.16
Mean Annual Return
1.62
0.26
R-squared (against Standard Index)
89
88.97
Standard Deviation
20.17
19.80
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.15
N/A
10 Years
Statistic
AMCSX
Category
Alpha (against Standard Index)
N/A
7.57
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.70
R-squared (against Standard Index)
N/A
72.92
Standard Deviation
N/A
18.20
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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