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American Funds Capital World Bond F-1 (WBFFX)
On
Jan 7
:
20.10
0.04
(0.20%)
MORE ON WBFFX
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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)
:
11.38%
Worst 1 Yr Total Return
(2005)
:
-2.87%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WBFFX
Category
Alpha (against Standard Index)
-2.26
-1.26
Beta (against Standard Index)
1.73
1.48
Mean Annual Return
6.82
0.58
R-squared (against Standard Index)
65
50.87
Standard Deviation
8.84
8.83
Sharpe Ratio
0.53
N/A
Treynor Ratio
2.63
N/A
5 Years
Statistic
WBFFX
Category
Alpha (against Standard Index)
-1.14
-1.05
Beta (against Standard Index)
1.54
1.29
Mean Annual Return
5.49
0.42
R-squared (against Standard Index)
59
44.83
Standard Deviation
7.37
7.36
Sharpe Ratio
0.36
N/A
Treynor Ratio
1.62
N/A
10 Years
Statistic
WBFFX
Category
Alpha (against Standard Index)
-0.20
0.03
Beta (against Standard Index)
1.37
1.06
Mean Annual Return
7.36
0.55
R-squared (against Standard Index)
48
39.47
Standard Deviation
7.36
6.68
Sharpe Ratio
0.60
N/A
Treynor Ratio
3.25
N/A
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