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American Funds Capital Inc Bldr 529E (CIREX)
On
Dec 3
:
48.58
0.12
(0.25%)
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Research Reports
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)
:
21.59%
Worst 1 Yr Total Return
(2008)
:
-30.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CIREX
Category
Alpha (against Standard Index)
-2.54
-0.32
Beta (against Standard Index)
1.14
1.12
Mean Annual Return
-2.48
0.08
R-squared (against Standard Index)
95
86.73
Standard Deviation
15.32
15.87
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-4.31
N/A
5 Years
Statistic
CIREX
Category
Alpha (against Standard Index)
-0.89
0.84
Beta (against Standard Index)
1.12
1.15
Mean Annual Return
3.79
0.53
R-squared (against Standard Index)
94
86.42
Standard Deviation
12.50
13.37
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.68
N/A
10 Years
Statistic
CIREX
Category
Alpha (against Standard Index)
1.73
1.26
Beta (against Standard Index)
0.92
1.08
Mean Annual Return
6.34
0.55
R-squared (against Standard Index)
77
78.57
Standard Deviation
10.44
12.17
Sharpe Ratio
0.36
N/A
Treynor Ratio
3.65
N/A
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