Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in amer funds, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is never rebalanced.
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The earliest data available for this chart is Mar 26, 1993, corresponding to the inception date of CWGIX
Returns By Period
As of Apr 11, 2026, the amer funds returned 1.37% Year-To-Date and 11.90% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.11% | 2.16% | -0.42% | 4.03% | 27.10% | 18.38% | 10.55% | 12.70% |
Portfolio amer funds | 0.32% | 2.20% | 1.37% | 5.86% | 29.87% | 18.89% | 9.68% | 11.90% |
| Portfolio components: | ||||||||
AGTHX American Funds The Growth Fund of America Class A | 0.49% | 1.68% | -3.49% | -0.43% | 28.07% | 22.50% | 9.44% | 14.97% |
CAIBX American Funds Capital Income Builder Class A | 0.06% | 2.34% | 4.72% | 9.03% | 25.02% | 13.80% | 8.67% | 7.87% |
AMECX American Funds The Income Fund of America Class A | 0.15% | 1.57% | 5.11% | 9.17% | 23.32% | 12.99% | 8.36% | 8.63% |
CWGIX American Funds Capital World Growth and Income Fund Class A | 0.39% | 3.50% | 4.60% | 10.60% | 35.79% | 19.01% | 9.60% | 11.28% |
ANCFX American Funds Fundamental Investors Class A | 0.39% | 2.20% | 2.11% | 8.09% | 35.55% | 22.74% | 12.72% | 13.98% |
ANWPX American Funds New Perspective Fund Class A | 0.09% | 2.03% | -0.54% | 3.46% | 28.32% | 17.03% | 7.64% | 12.93% |
Monthly Returns
Based on dividend-adjusted daily data since Mar 29, 1993, amer funds's average daily return is +0.04%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +11.3%, while the worst month was Oct 2008 at -17.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.
On a daily basis, amer funds closed higher 56% of trading days. The best single day was Oct 13, 2008 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -10.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.91% | 0.52% | -6.40% | 4.69% | 1.37% | ||||||||
| 2025 | 4.22% | -1.17% | -4.39% | 1.04% | 6.38% | 5.31% | 0.92% | 1.93% | 2.83% | 1.76% | 0.69% | 0.50% | 21.43% |
| 2024 | 0.71% | 4.61% | 3.40% | -3.52% | 3.64% | 2.25% | 1.51% | 2.43% | 2.18% | -1.17% | 3.83% | -2.16% | 18.80% |
| 2023 | 6.64% | -2.78% | 2.52% | 1.38% | -0.63% | 5.43% | 3.20% | -2.11% | -4.21% | -2.39% | 8.56% | 5.49% | 22.11% |
| 2022 | -5.74% | -2.93% | 1.85% | -8.18% | 0.66% | -8.58% | 6.45% | -3.30% | -8.23% | 5.84% | 7.01% | -3.99% | -19.10% |
| 2021 | -0.35% | 2.21% | 2.36% | 4.11% | 1.18% | 1.25% | 0.68% | 2.50% | -3.81% | 5.96% | -2.56% | 3.58% | 18.07% |
Benchmark Metrics
amer funds has an annualized alpha of 3.99%, beta of 0.74, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since March 29, 1993.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (90.45%) than losses (79.63%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.99% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 3.99%
- Beta
- 0.74
- R²
- 0.90
- Upside Capture
- 90.45%
- Downside Capture
- 79.63%
Expense Ratio
amer funds has an expense ratio of 0.63%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
amer funds ranks 52 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.26 | 2.23 | +0.03 |
Sortino ratioReturn per unit of downside risk | 3.13 | 3.12 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.42 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 3.97 | 4.05 | -0.08 |
Martin ratioReturn relative to average drawdown | 17.97 | 17.91 | +0.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
AGTHX American Funds The Growth Fund of America Class A | 29 | 1.50 | 2.09 | 1.28 | 2.63 | 10.24 |
CAIBX American Funds Capital Income Builder Class A | 84 | 3.13 | 4.49 | 1.60 | 4.55 | 18.58 |
AMECX American Funds The Income Fund of America Class A | 84 | 3.14 | 4.47 | 1.60 | 4.44 | 18.37 |
CWGIX American Funds Capital World Growth and Income Fund Class A | 75 | 2.68 | 3.72 | 1.50 | 4.21 | 18.67 |
ANCFX American Funds Fundamental Investors Class A | 65 | 2.32 | 3.14 | 1.43 | 4.15 | 19.12 |
ANWPX American Funds New Perspective Fund Class A | 46 | 1.99 | 2.83 | 1.37 | 3.19 | 13.67 |
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Dividends
Dividend yield
amer funds provided a 9.06% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 9.06% | 9.25% | 7.33% | 4.52% | 4.30% | 7.13% | 2.91% | 4.89% | 7.76% | 5.87% | 4.47% | 5.45% |
| Portfolio components: | ||||||||||||
AGTHX American Funds The Growth Fund of America Class A | 11.08% | 10.69% | 8.99% | 7.40% | 4.05% | 8.18% | 4.30% | 7.15% | 11.99% | 7.03% | 6.61% | 8.87% |
CAIBX American Funds Capital Income Builder Class A | 7.43% | 7.71% | 5.76% | 3.47% | 3.43% | 3.14% | 3.38% | 4.10% | 3.55% | 4.44% | 3.52% | 3.62% |
AMECX American Funds The Income Fund of America Class A | 9.52% | 9.94% | 6.38% | 2.93% | 6.98% | 6.67% | 2.80% | 5.01% | 7.48% | 4.26% | 3.09% | 5.09% |
CWGIX American Funds Capital World Growth and Income Fund Class A | 10.10% | 10.54% | 7.88% | 3.20% | 2.09% | 6.82% | 1.23% | 2.44% | 7.00% | 6.63% | 4.96% | 3.78% |
ANCFX American Funds Fundamental Investors Class A | 8.37% | 8.54% | 8.90% | 5.80% | 4.98% | 10.97% | 2.61% | 6.91% | 9.31% | 7.28% | 4.71% | 6.08% |
ANWPX American Funds New Perspective Fund Class A | 6.61% | 6.57% | 5.13% | 5.36% | 4.16% | 7.01% | 4.13% | 3.67% | 7.59% | 5.50% | 3.86% | 6.14% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the amer funds. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the amer funds was 48.57%, occurring on Mar 9, 2009. Recovery took 539 trading sessions.
The current amer funds drawdown is 2.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.57% | Nov 1, 2007 | 339 | Mar 9, 2009 | 539 | Apr 27, 2011 | 878 |
| -30.08% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -28.53% | Sep 5, 2000 | 525 | Oct 9, 2002 | 288 | Dec 1, 2003 | 813 |
| -26.54% | Nov 9, 2021 | 235 | Oct 14, 2022 | 322 | Jan 29, 2024 | 557 |
| -18.26% | May 2, 2011 | 108 | Oct 3, 2011 | 125 | Apr 2, 2012 | 233 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 5.71, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | CAIBX | AGTHX | AMECX | CWGIX | ANWPX | ANCFX | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.80 | 0.92 | 0.87 | 0.81 | 0.85 | 0.95 | 0.93 |
| CAIBX | 0.80 | 1.00 | 0.74 | 0.92 | 0.89 | 0.84 | 0.84 | 0.89 |
| AGTHX | 0.92 | 0.74 | 1.00 | 0.78 | 0.82 | 0.89 | 0.94 | 0.94 |
| AMECX | 0.87 | 0.92 | 0.78 | 1.00 | 0.85 | 0.83 | 0.89 | 0.90 |
| CWGIX | 0.81 | 0.89 | 0.82 | 0.85 | 1.00 | 0.96 | 0.88 | 0.94 |
| ANWPX | 0.85 | 0.84 | 0.89 | 0.83 | 0.96 | 1.00 | 0.91 | 0.96 |
| ANCFX | 0.95 | 0.84 | 0.94 | 0.89 | 0.88 | 0.91 | 1.00 | 0.97 |
| Portfolio | 0.93 | 0.89 | 0.94 | 0.90 | 0.94 | 0.96 | 0.97 | 1.00 |