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American Funds Capital World Bond B (WBFBX)

20.30 Up 0.03(0.15%) Nov 26

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up10
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2003):17.93%
Worst 1 Yr Total Return(Dec 30, 2013):-3.68%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticWBFBXCategory
Alpha (against Standard Index)-2.08-0.30
Beta (against Standard Index)1.231.09
Mean Annual Return0.110.22
R-squared (against Standard Index)49.9642.08
Standard Deviation4.704.88
Sharpe Ratio0.260.67
Treynor Ratio0.902.78
5 Years
StatisticWBFBXCategory
Alpha (against Standard Index)-1.710.05
Beta (against Standard Index)1.020.92
Mean Annual Return0.210.33
R-squared (against Standard Index)27.3227.52
Standard Deviation5.585.76
Sharpe Ratio0.450.81
Treynor Ratio2.314.09
10 Years
StatisticWBFBXCategory
Alpha (against Standard Index)-1.67-0.30
Beta (against Standard Index)1.291.12
Mean Annual Return0.320.39
R-squared (against Standard Index)42.1435.30
Standard Deviation6.556.59
Sharpe Ratio0.350.53
Treynor Ratio1.643.14