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American Funds Capital World Bond 529E (CCWEX)
On
Nov 30
:
20.78
0.03
(0.14%)
MORE ON CCWEX
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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)
:
11.00%
Worst 1 Yr Total Return
(2005)
:
-3.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CCWEX
Category
Alpha (against Standard Index)
-2.28
-1.14
Beta (against Standard Index)
1.74
1.47
Mean Annual Return
6.63
0.58
R-squared (against Standard Index)
65
50.46
Standard Deviation
8.85
8.81
Sharpe Ratio
0.50
N/A
Treynor Ratio
2.42
N/A
5 Years
Statistic
CCWEX
Category
Alpha (against Standard Index)
-0.46
-0.18
Beta (against Standard Index)
1.46
1.21
Mean Annual Return
5.33
0.44
R-squared (against Standard Index)
52
39.58
Standard Deviation
7.43
7.42
Sharpe Ratio
0.33
N/A
Treynor Ratio
1.58
N/A
10 Years
Statistic
CCWEX
Category
Alpha (against Standard Index)
-0.56
-0.04
Beta (against Standard Index)
1.36
1.06
Mean Annual Return
6.76
0.53
R-squared (against Standard Index)
48
39.24
Standard Deviation
7.33
6.67
Sharpe Ratio
0.52
N/A
Treynor Ratio
2.79
N/A
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