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American Century Strat Allc: Cnsrv B (ACVBX)
On
Dec 29
:
5.14
0.00
(0.00%)
MORE ON ACVBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
8.06%
Worst 1 Yr Total Return
(2008)
:
-16.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ACVBX
Category
Alpha (against Standard Index)
-1.22
-0.95
Beta (against Standard Index)
0.69
0.74
Mean Annual Return
0.35
0.09
R-squared (against Standard Index)
98
87.00
Standard Deviation
9.20
10.61
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-2.79
N/A
5 Years
Statistic
ACVBX
Category
Alpha (against Standard Index)
-1.65
-1.38
Beta (against Standard Index)
0.69
0.71
Mean Annual Return
2.66
0.27
R-squared (against Standard Index)
98
85.46
Standard Deviation
7.50
8.33
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-0.47
N/A
10 Years
Statistic
ACVBX
Category
Alpha (against Standard Index)
-1.05
-0.99
Beta (against Standard Index)
0.67
0.72
Mean Annual Return
3.30
0.31
R-squared (against Standard Index)
93
80.09
Standard Deviation
6.95
8.09
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.55
N/A
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