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American Century Equity Index Inv (ACIVX)
On
Dec 8
:
4.35
0.05
(1.14%)
MORE ON ACIVX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
15.40%
Worst 1 Yr Total Return
(2008)
:
-37.33%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ACIVX
Category
Alpha (against Standard Index)
-0.45
0.38
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-7.48
-0.41
R-squared (against Standard Index)
99
95.50
Standard Deviation
19.66
20.09
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-9.86
N/A
5 Years
Statistic
ACIVX
Category
Alpha (against Standard Index)
-0.45
0.26
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
-0.14
0.16
R-squared (against Standard Index)
99
94.84
Standard Deviation
16.04
16.47
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-3.15
N/A
10 Years
Statistic
ACIVX
Category
Alpha (against Standard Index)
-0.46
0.84
Beta (against Standard Index)
1.00
0.97
Mean Annual Return
-1.41
0.11
R-squared (against Standard Index)
99
91.16
Standard Deviation
16.15
16.35
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-4.38
N/A
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