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American Century Value B (ACBVX)

8.97 Up 0.01(0.11%) Sep 17

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up7
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2013):29.76%
Worst 1 Yr Total Return(Dec 30, 2008):-27.43%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticACBVXCategory
Alpha (against Standard Index)0.63-1.24
Beta (against Standard Index)0.921.00
Mean Annual Return1.541.53
R-squared (against Standard Index)94.5192.72
Standard Deviation10.9212.08
Sharpe Ratio1.691.53
Treynor Ratio21.2219.31
5 Years
StatisticACBVXCategory
Alpha (against Standard Index)-0.59-1.52
Beta (against Standard Index)0.900.99
Mean Annual Return1.201.24
R-squared (against Standard Index)95.3394.03
Standard Deviation12.1813.51
Sharpe Ratio1.171.11
Treynor Ratio15.9815.27
10 Years
StatisticACBVXCategory
Alpha (against Standard Index)-0.73-0.64
Beta (against Standard Index)0.891.00
Mean Annual Return0.630.71
R-squared (against Standard Index)92.2293.44
Standard Deviation13.6015.25
Sharpe Ratio0.440.46
Treynor Ratio5.966.17