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American Funds AMCAP F-2 (AMCFX)

24.54 Down 0.24(0.97%) Jun 19


Risk as of 2013-03-30Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up4
Number of Years Down0
Best 1 Yr Total Return(2009-12-30):39.56%
Worst 1 Yr Total Return(2011-12-30):0.54%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticAMCFXCategory
Alpha (against Standard Index)-1.03-2.48
Beta (against Standard Index)1.011.08
Mean Annual Return1.020.98
R-squared (against Standard Index)97.5392.65
Standard Deviation15.3916.81
Sharpe Ratio0.790.70
Treynor Ratio11.4110.12
5 Years
StatisticAMCFXCategory
Alpha (against Standard Index)1.48-0.57
Beta (against Standard Index)1.001.02
Mean Annual Return0.750.54
R-squared (against Standard Index)96.9591.10
Standard Deviation19.2520.13
Sharpe Ratio0.450.31
Treynor Ratio7.054.17
10 Years
StatisticAMCFXCategory
Alpha (against Standard Index)0.25-0.28
Beta (against Standard Index)0.991.04
Mean Annual Return0.790.73
R-squared (against Standard Index)95.1587.52
Standard Deviation15.0116.34
Sharpe Ratio0.520.43
Treynor Ratio7.055.67