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American Century Small Cap Value Instl (ACVIX)
On
Dec 23
:
7.41
0.06
(0.82%)
MORE ON ACVIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
22.01%
Worst 1 Yr Total Return
(2008)
:
-27.54%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ACVIX
Category
Alpha (against Standard Index)
4.79
-0.27
Beta (against Standard Index)
1.11
1.17
Mean Annual Return
-2.60
-0.44
R-squared (against Standard Index)
87
84.58
Standard Deviation
23.54
25.23
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-4.38
N/A
5 Years
Statistic
ACVIX
Category
Alpha (against Standard Index)
3.25
0.26
Beta (against Standard Index)
1.13
1.19
Mean Annual Return
3.30
0.18
R-squared (against Standard Index)
86
81.92
Standard Deviation
19.44
21.20
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.27
N/A
10 Years
Statistic
ACVIX
Category
Alpha (against Standard Index)
12.12
8.93
Beta (against Standard Index)
0.90
0.95
Mean Annual Return
12.12
0.82
R-squared (against Standard Index)
68
64.94
Standard Deviation
17.70
19.09
Sharpe Ratio
0.58
N/A
Treynor Ratio
10.19
N/A
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