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    American Funds Capital World Bond F1 (WBFFX)

    19.04 Down 0.09(0.47%) Jul 1

    Risk as of May 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up10
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2003):18.74%
    Worst 1 Yr Total Return(Dec 30, 2013):-2.91%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-1.62-0.46
    Beta (against Standard Index)1.060.91
    Mean Annual Return0.060.13
    R-squared (against Standard Index)47.9037.70
    Standard Deviation4.404.65
    Sharpe Ratio0.160.44
    Treynor Ratio0.572.16
    5 Years
    Alpha (against Standard Index)-0.630.24
    Beta (against Standard Index)0.960.84
    Mean Annual Return0.260.29
    R-squared (against Standard Index)24.7924.97
    Standard Deviation5.405.52
    Sharpe Ratio0.560.73
    Treynor Ratio3.037.96
    10 Years
    Alpha (against Standard Index)-1.58-0.85
    Beta (against Standard Index)1.311.14
    Mean Annual Return0.330.35
    R-squared (against Standard Index)44.6236.65
    Standard Deviation6.496.62
    Sharpe Ratio0.400.48
    Treynor Ratio1.872.82