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American Century Equity Income Instl (ACIIX)
On
Dec 4
:
6.58
0.03
(0.46%)
MORE ON ACIIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
19.82%
Worst 1 Yr Total Return
(2008)
:
-19.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ACIIX
Category
Alpha (against Standard Index)
-0.08
-1.05
Beta (against Standard Index)
0.65
1.02
Mean Annual Return
-3.56
-0.55
R-squared (against Standard Index)
90
94.27
Standard Deviation
13.40
20.65
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-9.16
N/A
5 Years
Statistic
ACIIX
Category
Alpha (against Standard Index)
1.20
0.04
Beta (against Standard Index)
0.66
1.02
Mean Annual Return
2.69
0.14
R-squared (against Standard Index)
90
93.13
Standard Deviation
11.14
16.85
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.50
N/A
10 Years
Statistic
ACIIX
Category
Alpha (against Standard Index)
5.66
2.54
Beta (against Standard Index)
0.59
0.88
Mean Annual Return
6.63
0.27
R-squared (against Standard Index)
70
80.76
Standard Deviation
11.35
15.89
Sharpe Ratio
0.37
N/A
Treynor Ratio
6.21
N/A
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