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American Beacon Small Cp Val R (ASCVX)
On
Jan 7
:
15.91
0.10
(0.63%)
MORE ON ASCVX
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Research Reports
Risk
As of 30-Nov-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
ASCVX
Category
Alpha (against Standard Index)
1.33
-0.27
Beta (against Standard Index)
1.24
1.17
Mean Annual Return
-7.29
-0.44
R-squared (against Standard Index)
87
84.58
Standard Deviation
26.23
25.23
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-7.74
N/A
5 Years
Statistic
ASCVX
Category
Alpha (against Standard Index)
0.18
0.26
Beta (against Standard Index)
1.25
1.19
Mean Annual Return
-0.39
0.18
R-squared (against Standard Index)
86
81.92
Standard Deviation
21.56
21.20
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.71
N/A
10 Years
Statistic
ASCVX
Category
Alpha (against Standard Index)
10.71
8.93
Beta (against Standard Index)
1.03
0.95
Mean Annual Return
9.75
0.82
R-squared (against Standard Index)
69
64.94
Standard Deviation
20.17
19.09
Sharpe Ratio
0.42
N/A
Treynor Ratio
6.60
N/A
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