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American Funds Capital Inc Bldr R5 (RIRFX)
On
Dec 1
:
48.75
0.69
(1.44%)
MORE ON RIRFX
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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)
:
22.28%
Worst 1 Yr Total Return
(2008)
:
-29.90%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RIRFX
Category
Alpha (against Standard Index)
-1.95
-0.32
Beta (against Standard Index)
1.14
1.12
Mean Annual Return
-1.90
0.08
R-squared (against Standard Index)
95
86.73
Standard Deviation
15.33
15.87
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-3.80
N/A
5 Years
Statistic
RIRFX
Category
Alpha (against Standard Index)
-0.29
0.84
Beta (against Standard Index)
1.12
1.15
Mean Annual Return
4.41
0.53
R-squared (against Standard Index)
94
86.42
Standard Deviation
12.50
13.37
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.23
N/A
10 Years
Statistic
RIRFX
Category
Alpha (against Standard Index)
2.24
1.26
Beta (against Standard Index)
0.92
1.08
Mean Annual Return
6.88
0.55
R-squared (against Standard Index)
77
78.57
Standard Deviation
10.44
12.17
Sharpe Ratio
0.41
N/A
Treynor Ratio
4.24
N/A
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