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American Beacon Lg Cap Value Inst (AADEX)

25.98 Up 0.17(0.66%) Jun 18


Risk as of 2013-03-30Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up19
Number of Years Down6
Best 1 Yr Total Return(2003-12-30):35.76%
Worst 1 Yr Total Return(2008-12-30):-39.39%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticAADEXCategory
Alpha (against Standard Index)-1.85-1.64
Beta (against Standard Index)1.091.02
Mean Annual Return1.030.98
R-squared (against Standard Index)97.8995.49
Standard Deviation16.5215.63
Sharpe Ratio0.740.77
Treynor Ratio10.6111.25
5 Years
StatisticAADEXCategory
Alpha (against Standard Index)-1.03-1.15
Beta (against Standard Index)1.091.02
Mean Annual Return0.590.49
R-squared (against Standard Index)98.4695.41
Standard Deviation20.8219.64
Sharpe Ratio0.330.29
Treynor Ratio4.343.79
10 Years
StatisticAADEXCategory
Alpha (against Standard Index)1.21-0.06
Beta (against Standard Index)1.081.01
Mean Annual Return0.930.72
R-squared (against Standard Index)96.7693.54
Standard Deviation16.2715.26
Sharpe Ratio0.580.46
Treynor Ratio7.926.10