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American Funds AMCAP B (AMPBX)
On
Dec 4
:
15.60
0.14
(0.91%)
MORE ON AMPBX
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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)
:
8.91%
Worst 1 Yr Total Return
(2008)
:
-38.15%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AMPBX
Category
Alpha (against Standard Index)
1.77
2.45
Beta (against Standard Index)
0.99
1.00
Mean Annual Return
-5.25
-0.24
R-squared (against Standard Index)
95
88.47
Standard Deviation
19.69
20.84
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-7.77
N/A
5 Years
Statistic
AMPBX
Category
Alpha (against Standard Index)
0.02
0.94
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
0.39
0.21
R-squared (against Standard Index)
94
86.37
Standard Deviation
16.02
17.46
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-2.70
N/A
10 Years
Statistic
AMPBX
Category
Alpha (against Standard Index)
2.70
0.18
Beta (against Standard Index)
0.93
1.04
Mean Annual Return
2.04
0.04
R-squared (against Standard Index)
91
78.62
Standard Deviation
15.62
19.22
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.01
N/A
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