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American Funds Capital World Bond 529A (CCWAX)
On
Dec 4
:
20.68
0.23
(1.10%)
MORE ON CCWAX
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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)
:
11.37%
Worst 1 Yr Total Return
(2005)
:
-2.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CCWAX
Category
Alpha (against Standard Index)
-1.97
-1.14
Beta (against Standard Index)
1.73
1.47
Mean Annual Return
6.94
0.58
R-squared (against Standard Index)
65
50.46
Standard Deviation
8.83
8.81
Sharpe Ratio
0.53
N/A
Treynor Ratio
2.61
N/A
5 Years
Statistic
CCWAX
Category
Alpha (against Standard Index)
-0.14
-0.18
Beta (against Standard Index)
1.46
1.21
Mean Annual Return
5.66
0.44
R-squared (against Standard Index)
52
39.58
Standard Deviation
7.41
7.42
Sharpe Ratio
0.38
N/A
Treynor Ratio
1.81
N/A
10 Years
Statistic
CCWAX
Category
Alpha (against Standard Index)
-0.22
-0.04
Beta (against Standard Index)
1.36
1.06
Mean Annual Return
7.13
0.53
R-squared (against Standard Index)
48
39.24
Standard Deviation
7.33
6.67
Sharpe Ratio
0.57
N/A
Treynor Ratio
3.05
N/A
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