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American Century Capital Val Instl (ACPIX)
On
Dec 4
:
5.65
0.02
(0.36%)
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Research Reports
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)
:
19.95%
Worst 1 Yr Total Return
(2008)
:
-36.71%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ACPIX
Category
Alpha (against Standard Index)
-2.63
-1.05
Beta (against Standard Index)
1.02
1.02
Mean Annual Return
-9.73
-0.55
R-squared (against Standard Index)
96
94.27
Standard Deviation
20.29
20.65
Sharpe Ratio
-0.52
N/A
Treynor Ratio
-11.90
N/A
5 Years
Statistic
ACPIX
Category
Alpha (against Standard Index)
-1.21
0.04
Beta (against Standard Index)
1.01
1.02
Mean Annual Return
-0.97
0.14
R-squared (against Standard Index)
96
93.13
Standard Deviation
16.47
16.85
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-3.95
N/A
10 Years
Statistic
ACPIX
Category
Alpha (against Standard Index)
3.17
2.54
Beta (against Standard Index)
0.88
0.88
Mean Annual Return
2.63
0.27
R-squared (against Standard Index)
82
80.76
Standard Deviation
15.68
15.89
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.39
N/A
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