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American Century Diversified Bond A (ADFAX)
On
Dec 8
:
10.70
0.01
(0.09%)
MORE ON ADFAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
7.14%
Worst 1 Yr Total Return
(2005)
:
2.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ADFAX
Category
Alpha (against Standard Index)
0.77
-1.72
Beta (against Standard Index)
0.92
1.02
Mean Annual Return
6.84
0.39
R-squared (against Standard Index)
91
59.27
Standard Deviation
3.87
5.93
Sharpe Ratio
1.09
N/A
Treynor Ratio
4.81
N/A
5 Years
Statistic
ADFAX
Category
Alpha (against Standard Index)
0.21
-1.05
Beta (against Standard Index)
0.94
0.98
Mean Annual Return
5.15
0.33
R-squared (against Standard Index)
93
61.87
Standard Deviation
3.49
4.88
Sharpe Ratio
0.59
N/A
Treynor Ratio
2.27
N/A
10 Years
Statistic
ADFAX
Category
Alpha (against Standard Index)
-0.32
-0.65
Beta (against Standard Index)
0.94
0.96
Mean Annual Return
5.78
0.45
R-squared (against Standard Index)
95
71.12
Standard Deviation
3.65
4.47
Sharpe Ratio
0.76
N/A
Treynor Ratio
2.98
N/A
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