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American Funds American Mutual C (AMFCX)
On
Dec 3
:
22.83
0.09
(0.39%)
MORE ON AMFCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
15.29%
Worst 1 Yr Total Return
(2008)
:
-30.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AMFCX
Category
Alpha (against Standard Index)
-0.40
-1.05
Beta (against Standard Index)
0.83
1.02
Mean Annual Return
-5.55
-0.55
R-squared (against Standard Index)
98
94.27
Standard Deviation
16.24
20.65
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-9.66
N/A
5 Years
Statistic
AMFCX
Category
Alpha (against Standard Index)
-0.21
0.04
Beta (against Standard Index)
0.82
1.02
Mean Annual Return
0.78
0.14
R-squared (against Standard Index)
98
93.13
Standard Deviation
13.22
16.85
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-2.73
N/A
10 Years
Statistic
AMFCX
Category
Alpha (against Standard Index)
2.02
2.54
Beta (against Standard Index)
0.70
0.88
Mean Annual Return
2.37
0.27
R-squared (against Standard Index)
78
80.76
Standard Deviation
12.71
15.89
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.86
N/A
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