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American Century Legacy Foc Lg Cap Inv (ACFOX)

13.86 Down 0.06(0.43%) Feb 9

Risk as of Jan 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up7
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2007):46.81%
Worst 1 Yr Total Return(Dec 30, 2008):-46.88%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-1.73-1.67
Beta (against Standard Index)1.001.00
Mean Annual Return0.801.09
R-squared (against Standard Index)89.6493.88
Standard Deviation11.4910.98
Sharpe Ratio0.821.19
Treynor Ratio9.2613.19
5 Years
Alpha (against Standard Index)-1.02-1.89
Beta (against Standard Index)0.921.03
Mean Annual Return0.770.92
R-squared (against Standard Index)89.1994.73
Standard Deviation11.7112.33
Sharpe Ratio0.780.89
Treynor Ratio9.5710.51
10 Years
Alpha (against Standard Index)N/A-0.78
Beta (against Standard Index)N/A1.01
Mean Annual ReturnN/A0.62
R-squared (against Standard Index)N/A95.22
Standard DeviationN/A15.58
Sharpe RatioN/A0.41
Treynor RatioN/A5.26