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American Funds American Balanced 529F (CLBFX)
On
Dec 2
:
16.33
0.01
(0.06%)
MORE ON CLBFX
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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
(2006)
:
11.99%
Worst 1 Yr Total Return
(2008)
:
-25.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CLBFX
Category
Alpha (against Standard Index)
-2.61
-2.88
Beta (against Standard Index)
1.01
1.08
Mean Annual Return
-2.17
-0.13
R-squared (against Standard Index)
95
93.44
Standard Deviation
13.61
14.69
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-4.55
N/A
5 Years
Statistic
CLBFX
Category
Alpha (against Standard Index)
-2.48
-2.47
Beta (against Standard Index)
0.98
1.06
Mean Annual Return
2.05
0.23
R-squared (against Standard Index)
94
92.52
Standard Deviation
10.95
11.89
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-0.99
N/A
10 Years
Statistic
CLBFX
Category
Alpha (against Standard Index)
0.60
-2.17
Beta (against Standard Index)
0.95
1.05
Mean Annual Return
5.20
0.26
R-squared (against Standard Index)
80
86.72
Standard Deviation
10.55
11.31
Sharpe Ratio
0.26
N/A
Treynor Ratio
2.35
N/A
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