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American Beacon Treas Infl Prot Sec I (ATPIX)
On
Dec 7
:
10.27
0.01
(0.10%)
MORE ON ATPIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
11.22%
Worst 1 Yr Total Return
(2008)
:
-2.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ATPIX
Category
Alpha (against Standard Index)
-0.96
-3.48
Beta (against Standard Index)
1.22
1.59
Mean Annual Return
6.02
0.42
R-squared (against Standard Index)
45
53.57
Standard Deviation
7.48
9.06
Sharpe Ratio
0.50
N/A
Treynor Ratio
2.96
N/A
5 Years
Statistic
ATPIX
Category
Alpha (against Standard Index)
-0.71
-1.60
Beta (against Standard Index)
1.11
1.49
Mean Annual Return
4.42
0.37
R-squared (against Standard Index)
46
56.03
Standard Deviation
6.03
7.37
Sharpe Ratio
0.25
N/A
Treynor Ratio
1.26
N/A
10 Years
Statistic
ATPIX
Category
Alpha (against Standard Index)
N/A
-0.85
Beta (against Standard Index)
N/A
1.33
Mean Annual Return
N/A
0.54
R-squared (against Standard Index)
N/A
56.76
Standard Deviation
N/A
6.74
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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