American risk analysis

Use American Funds Fundamental Invs 529E risk analysis together with your fund portfolios to protect against small markets fluctuations and to determine Fund optimization strategy that fits your criteria.  Suggest Portfolio

Projected Return Density against Market

Assuming 30 trading days horizon, American has beta of 0.49 . This suggests as returns on market go up, American avarage returns are expected to increase less than the benchmark. However during bear market, the loss on holding American Funds Fundamental Invs 529E will be expected to be much smaller as well. Moreover, American Funds Fundamental Invs 529E has alpha of 0.49 implying that it can potentially generate 0.49% excess return over S&P 500 after adjusting for the inherited market risk (beta).Assuming 30 trading days horizon, the coefficient of variation of American is 194.57. The daily returns are destributed with a variance of 0.32 and standard deviation of 0.57. The mean deviation of American Funds Fundamental Invs 529E is currently at 0.43. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.57

	(alpha)	=	0.49	Details
	(beta)	=	0.49	Details
	(volatility)	=	0.56	Details

Actual Return Volatility

American Funds Fundamental Invs 529E shows 0.56% volatility of returns over 30 trading days. S&P 500 shows 0.57% volatility of returns over 30 trading days.