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American Funds Europacific Growth R4 (REREX)

42.05 Down 3.05(6.76%) Jun 24

Risk as of May 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up9
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2009):39.13%
Worst 1 Yr Total Return(Dec 30, 2008):-40.56%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticREREXCategory
Alpha (against Standard Index)2.752.63
Beta (against Standard Index)0.840.87
Mean Annual Return0.310.30
R-squared (against Standard Index)90.9785.84
Standard Deviation11.8612.62
Sharpe Ratio0.300.28
Treynor Ratio3.513.28
5 Years
StatisticREREXCategory
Alpha (against Standard Index)2.062.44
Beta (against Standard Index)0.890.90
Mean Annual Return0.270.30
R-squared (against Standard Index)94.3489.88
Standard Deviation14.2614.82
Sharpe Ratio0.220.25
Treynor Ratio2.442.90
10 Years
StatisticREREXCategory
Alpha (against Standard Index)1.761.04
Beta (against Standard Index)0.900.94
Mean Annual Return0.440.39
R-squared (against Standard Index)96.3293.62
Standard Deviation17.5018.56
Sharpe Ratio0.250.20
Treynor Ratio3.182.21