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 STI Down0.09%

American Beacon Lg Cap Gr Inst (ALCGX)

6.63 0.00(0.00%) 19 May


Risk as of Apr 30, 2012Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up7
Number of Years Down4
Best 1 Yr Total Return(Dec 31, 2003):31.52%
Worst 1Yr Total Return(Dec 31, 2008):-39.13%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticALCGXCategory
Alpha (against Standard Index)-4.90-2.48
Beta (against Standard Index)1.171.08
Mean Annual Return1.460.98
R-squared (against Standard Index)92.7092.65
Standard Deviation19.0416.81
Sharpe Ratio0.910.70
Treynor Ratio14.3410.12
5 Years
StatisticALCGXCategory
Alpha (against Standard Index)-0.95-0.57
Beta (against Standard Index)1.051.02
Mean Annual Return0.160.54
R-squared (against Standard Index)92.7291.10
Standard Deviation20.7420.13
Sharpe Ratio0.050.31
Treynor Ratio-1.114.17
10 Years
StatisticALCGXCategory
Alpha (against Standard Index)-1.78-0.28
Beta (against Standard Index)1.031.04
Mean Annual Return0.350.73
R-squared (against Standard Index)92.7187.52
Standard Deviation17.0316.34
Sharpe Ratio0.140.43
Treynor Ratio0.935.67