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 STI Down0.30%

American Beacon Lg Cap Gr AMR (ALFIX)

7.16 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):31.44%
Worst 1Yr Total Return(Dec 31, 2008):-38.94%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticALFIXCategory
Alpha (against Standard Index)-4.68-2.48
Beta (against Standard Index)1.181.08
Mean Annual Return1.480.98
R-squared (against Standard Index)92.7792.65
Standard Deviation19.1016.81
Sharpe Ratio0.930.70
Treynor Ratio14.5710.12
5 Years
StatisticALFIXCategory
Alpha (against Standard Index)-0.67-0.57
Beta (against Standard Index)1.051.02
Mean Annual Return0.190.54
R-squared (against Standard Index)92.7291.10
Standard Deviation20.7320.13
Sharpe Ratio0.060.31
Treynor Ratio-0.844.17
10 Years
StatisticALFIXCategory
Alpha (against Standard Index)-1.55-0.28
Beta (against Standard Index)1.031.04
Mean Annual Return0.370.73
R-squared (against Standard Index)92.7687.52
Standard Deviation17.0116.34
Sharpe Ratio0.150.43
Treynor Ratio1.155.67