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American Century Emerging Markets C (ACECX)
On
Dec 3
:
7.09
0.01
(0.14%)
MORE ON ACECX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
42.20%
Worst 1 Yr Total Return
(2008)
:
-60.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ACECX
Category
Alpha (against Standard Index)
8.66
12.35
Beta (against Standard Index)
1.35
1.29
Mean Annual Return
-1.57
0.71
R-squared (against Standard Index)
88
87.52
Standard Deviation
34.48
33.07
Sharpe Ratio
0.06
N/A
Treynor Ratio
-2.96
N/A
5 Years
Statistic
ACECX
Category
Alpha (against Standard Index)
7.83
9.15
Beta (against Standard Index)
1.38
1.29
Mean Annual Return
12.54
1.44
R-squared (against Standard Index)
87
85.78
Standard Deviation
29.43
27.65
Sharpe Ratio
0.46
N/A
Treynor Ratio
6.90
N/A
10 Years
Statistic
ACECX
Category
Alpha (against Standard Index)
7.44
9.81
Beta (against Standard Index)
1.33
1.23
Mean Annual Return
7.77
1.14
R-squared (against Standard Index)
75
76.71
Standard Deviation
27.52
25.41
Sharpe Ratio
0.31
N/A
Treynor Ratio
3.62
N/A
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