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American Funds Capital World Bond B (WBFBX)
On
Dec 24
:
19.97
0.01
(0.05%)
MORE ON WBFBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
10.60%
Worst 1 Yr Total Return
(2005)
:
-3.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WBFBX
Category
Alpha (against Standard Index)
-3.03
-1.26
Beta (against Standard Index)
1.73
1.48
Mean Annual Return
6.00
0.58
R-squared (against Standard Index)
65
50.87
Standard Deviation
8.82
8.83
Sharpe Ratio
0.45
N/A
Treynor Ratio
2.16
N/A
5 Years
Statistic
WBFBX
Category
Alpha (against Standard Index)
-1.91
-1.05
Beta (against Standard Index)
1.55
1.29
Mean Annual Return
4.69
0.42
R-squared (against Standard Index)
59
44.83
Standard Deviation
7.36
7.36
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.10
N/A
10 Years
Statistic
WBFBX
Category
Alpha (against Standard Index)
-0.93
0.03
Beta (against Standard Index)
1.36
1.06
Mean Annual Return
6.58
0.55
R-squared (against Standard Index)
48
39.47
Standard Deviation
7.35
6.68
Sharpe Ratio
0.51
N/A
Treynor Ratio
2.68
N/A
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