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American Funds American Mutual F-2 (AMRFX)
On
Dec 4
:
23.17
0.09
(0.39%)
MORE ON AMRFX
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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
AMRFX
Category
Alpha (against Standard Index)
0.51
-1.05
Beta (against Standard Index)
0.83
1.02
Mean Annual Return
-4.69
-0.55
R-squared (against Standard Index)
98
94.27
Standard Deviation
16.26
20.65
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-8.61
N/A
5 Years
Statistic
AMRFX
Category
Alpha (against Standard Index)
0.67
0.04
Beta (against Standard Index)
0.82
1.02
Mean Annual Return
1.67
0.14
R-squared (against Standard Index)
98
93.13
Standard Deviation
13.23
16.85
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-1.65
N/A
10 Years
Statistic
AMRFX
Category
Alpha (against Standard Index)
2.90
2.54
Beta (against Standard Index)
0.70
0.88
Mean Annual Return
3.28
0.27
R-squared (against Standard Index)
78
80.76
Standard Deviation
12.71
15.89
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.44
N/A
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