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American Funds AMCAP 529A (CAFAX)
On
Dec 1
:
16.16
0.21
(1.32%)
MORE ON CAFAX
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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)
:
9.67%
Worst 1 Yr Total Return
(2008)
:
-37.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CAFAX
Category
Alpha (against Standard Index)
2.47
2.45
Beta (against Standard Index)
0.99
1.00
Mean Annual Return
-4.59
-0.24
R-squared (against Standard Index)
95
88.47
Standard Deviation
19.70
20.84
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-7.10
N/A
5 Years
Statistic
CAFAX
Category
Alpha (against Standard Index)
0.73
0.94
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
1.10
0.21
R-squared (against Standard Index)
94
86.37
Standard Deviation
16.03
17.46
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-1.96
N/A
10 Years
Statistic
CAFAX
Category
Alpha (against Standard Index)
3.44
0.18
Beta (against Standard Index)
0.93
1.04
Mean Annual Return
2.79
0.04
R-squared (against Standard Index)
91
78.62
Standard Deviation
15.64
19.22
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.20
N/A
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