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American Century Capital Val Adv (ACCVX)
On
Dec 2
:
5.65
0.01
(0.18%)
MORE ON ACCVX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
19.41%
Worst 1 Yr Total Return
(2008)
:
-37.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ACCVX
Category
Alpha (against Standard Index)
-3.10
-1.05
Beta (against Standard Index)
1.02
1.02
Mean Annual Return
-10.13
-0.55
R-squared (against Standard Index)
96
94.27
Standard Deviation
20.28
20.65
Sharpe Ratio
-0.54
N/A
Treynor Ratio
-12.32
N/A
5 Years
Statistic
ACCVX
Category
Alpha (against Standard Index)
-1.67
0.04
Beta (against Standard Index)
1.01
1.02
Mean Annual Return
-1.43
0.14
R-squared (against Standard Index)
95
93.13
Standard Deviation
16.47
16.85
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-4.41
N/A
10 Years
Statistic
ACCVX
Category
Alpha (against Standard Index)
2.79
2.54
Beta (against Standard Index)
0.88
0.88
Mean Annual Return
2.23
0.27
R-squared (against Standard Index)
82
80.76
Standard Deviation
15.69
15.89
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.84
N/A
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