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American Beacon Lg Cap Value AMR (AAGAX)

25.69 Up 0.07(0.27%) 22 May


Risk as of 31-Mar-2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up14
Number of Years Down4
Best 1 Yr Total Return(31-Dec-2003):36.15%
Worst 1 Yr Total Return(31-Dec-2008):-39.27%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticAAGAXCategory
Alpha (against Standard Index)-1.62-1.64
Beta (against Standard Index)1.091.02
Mean Annual Return1.050.98
R-squared (against Standard Index)97.8995.49
Standard Deviation16.5615.63
Sharpe Ratio0.760.77
Treynor Ratio10.8411.25
5 Years
StatisticAAGAXCategory
Alpha (against Standard Index)-0.78-1.15
Beta (against Standard Index)1.091.02
Mean Annual Return0.610.49
R-squared (against Standard Index)98.4595.41
Standard Deviation20.8419.64
Sharpe Ratio0.340.29
Treynor Ratio4.583.79
10 Years
StatisticAAGAXCategory
Alpha (against Standard Index)1.46-0.06
Beta (against Standard Index)1.081.01
Mean Annual Return0.950.72
R-squared (against Standard Index)96.7293.54
Standard Deviation16.2915.26
Sharpe Ratio0.600.46
Treynor Ratio8.166.10