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American Beacon Small Cap Idx Inst (ASCIX)
On
Dec 1
:
9.57
0.16
(1.70%)
MORE ON ASCIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
17.91%
Worst 1 Yr Total Return
(2008)
:
-33.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ASCIX
Category
Alpha (against Standard Index)
1.09
1.01
Beta (against Standard Index)
1.20
1.19
Mean Annual Return
-8.48
-0.48
R-squared (against Standard Index)
89
87.23
Standard Deviation
24.69
24.84
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-9.11
N/A
5 Years
Statistic
ASCIX
Category
Alpha (against Standard Index)
1.55
1.42
Beta (against Standard Index)
1.24
1.21
Mean Annual Return
0.53
0.23
R-squared (against Standard Index)
85
84.16
Standard Deviation
21.39
21.07
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-2.01
N/A
10 Years
Statistic
ASCIX
Category
Alpha (against Standard Index)
N/A
7.80
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.68
R-squared (against Standard Index)
N/A
64.84
Standard Deviation
N/A
20.31
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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