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American Funds Capital World Bond R1 (RCWAX)
On
Dec 24
:
19.97
0.01
(0.05%)
MORE ON RCWAX
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Risk
As of 30-Nov-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)
:
10.46%
Worst 1 Yr Total Return
(2005)
:
-3.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RCWAX
Category
Alpha (against Standard Index)
-3.05
-1.26
Beta (against Standard Index)
1.73
1.48
Mean Annual Return
5.98
0.58
R-squared (against Standard Index)
65
50.87
Standard Deviation
8.83
8.83
Sharpe Ratio
0.44
N/A
Treynor Ratio
2.15
N/A
5 Years
Statistic
RCWAX
Category
Alpha (against Standard Index)
-1.94
-1.05
Beta (against Standard Index)
1.54
1.29
Mean Annual Return
4.65
0.42
R-squared (against Standard Index)
59
44.83
Standard Deviation
7.37
7.36
Sharpe Ratio
0.25
N/A
Treynor Ratio
1.08
N/A
10 Years
Statistic
RCWAX
Category
Alpha (against Standard Index)
-0.93
0.03
Beta (against Standard Index)
1.36
1.06
Mean Annual Return
6.57
0.55
R-squared (against Standard Index)
48
39.47
Standard Deviation
7.34
6.68
Sharpe Ratio
0.51
N/A
Treynor Ratio
2.68
N/A
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