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American Funds Capital Inc Bldr 529A (CIRAX)
On
Dec 7
:
48.64
0.09
(0.19%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
21.97%
Worst 1 Yr Total Return
(2008)
:
-30.11%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CIRAX
Category
Alpha (against Standard Index)
-2.25
-0.32
Beta (against Standard Index)
1.14
1.12
Mean Annual Return
-2.19
0.08
R-squared (against Standard Index)
95
86.73
Standard Deviation
15.33
15.87
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-4.06
N/A
5 Years
Statistic
CIRAX
Category
Alpha (against Standard Index)
-0.59
0.84
Beta (against Standard Index)
1.12
1.15
Mean Annual Return
4.11
0.53
R-squared (against Standard Index)
94
86.42
Standard Deviation
12.50
13.37
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.96
N/A
10 Years
Statistic
CIRAX
Category
Alpha (against Standard Index)
2.02
1.26
Beta (against Standard Index)
0.92
1.08
Mean Annual Return
6.64
0.55
R-squared (against Standard Index)
77
78.57
Standard Deviation
10.44
12.17
Sharpe Ratio
0.39
N/A
Treynor Ratio
3.98
N/A
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