• FirefoxUpgrade to the new Firefox »
  •  Dow Up0.13% Nasdaq Up0.70%

    American Century Strat Allc: Agrsv R (AAARX)

    8.28 Up 0.02(0.24%) Dec 26

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up6
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):25.22%
    Worst 1 Yr Total Return(Dec 30, 2008):-34.02%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.53-0.22
    Beta (against Standard Index)1.291.29
    Mean Annual Return1.081.11
    R-squared (against Standard Index)95.5791.95
    Standard Deviation8.398.57
    Sharpe Ratio1.541.56
    Treynor Ratio10.3810.75
    5 Years
    Alpha (against Standard Index)-1.24-1.52
    Beta (against Standard Index)1.351.39
    Mean Annual Return0.920.92
    R-squared (against Standard Index)97.2494.92
    Standard Deviation11.5612.01
    Sharpe Ratio0.950.92
    Treynor Ratio8.007.89
    10 Years
    Alpha (against Standard Index)-1.38-2.22
    Beta (against Standard Index)1.301.37
    Mean Annual Return0.620.59
    R-squared (against Standard Index)96.1393.57
    Standard Deviation12.8113.71
    Sharpe Ratio0.470.41
    Treynor Ratio4.113.55