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American Funds American Balanced R6 (RLBGX)
On
Dec 24
:
16.31
0.04
(0.25%)
MORE ON RLBGX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RLBGX
Category
Alpha (against Standard Index)
-2.15
-2.96
Beta (against Standard Index)
1.02
1.07
Mean Annual Return
-1.23
-0.09
R-squared (against Standard Index)
95
93.10
Standard Deviation
13.88
14.78
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-3.44
N/A
5 Years
Statistic
RLBGX
Category
Alpha (against Standard Index)
-2.22
-2.53
Beta (against Standard Index)
1.00
1.06
Mean Annual Return
2.47
0.24
R-squared (against Standard Index)
93
92.17
Standard Deviation
11.12
11.94
Sharpe Ratio
0.01
N/A
Treynor Ratio
-0.52
N/A
10 Years
Statistic
RLBGX
Category
Alpha (against Standard Index)
0.93
-2.27
Beta (against Standard Index)
0.96
1.06
Mean Annual Return
5.75
0.27
R-squared (against Standard Index)
81
86.88
Standard Deviation
10.64
11.38
Sharpe Ratio
0.31
N/A
Treynor Ratio
2.94
N/A
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