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American Funds SMALLCAP World F-2 (SMCFX)
On
Nov 27
:
30.36
0.71
(2.29%)
MORE ON SMCFX
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Risk
As of 31-Oct-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
SMCFX
Category
Alpha (against Standard Index)
2.52
-0.56
Beta (against Standard Index)
1.04
0.91
Mean Annual Return
-3.50
-0.21
R-squared (against Standard Index)
91
90.41
Standard Deviation
26.00
22.89
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-5.72
N/A
5 Years
Statistic
SMCFX
Category
Alpha (against Standard Index)
1.16
-1.40
Beta (against Standard Index)
1.04
0.90
Mean Annual Return
6.03
0.44
R-squared (against Standard Index)
89
89.02
Standard Deviation
21.71
19.07
Sharpe Ratio
0.25
N/A
Treynor Ratio
2.90
N/A
10 Years
Statistic
SMCFX
Category
Alpha (against Standard Index)
3.07
0.66
Beta (against Standard Index)
1.10
0.93
Mean Annual Return
4.14
0.36
R-squared (against Standard Index)
72
79.68
Standard Deviation
23.33
19.07
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.06
N/A
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