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American Century Diversified Bond R (ADVRX)
On
Dec 2
:
10.74
0.01
(0.09%)
MORE ON ADVRX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
6.88%
Worst 1 Yr Total Return
(2006)
:
3.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ADVRX
Category
Alpha (against Standard Index)
0.51
-1.72
Beta (against Standard Index)
0.92
1.02
Mean Annual Return
6.57
0.39
R-squared (against Standard Index)
91
59.27
Standard Deviation
3.87
5.93
Sharpe Ratio
1.02
N/A
Treynor Ratio
4.52
N/A
5 Years
Statistic
ADVRX
Category
Alpha (against Standard Index)
-0.04
-1.05
Beta (against Standard Index)
0.94
0.98
Mean Annual Return
4.89
0.33
R-squared (against Standard Index)
93
61.87
Standard Deviation
3.49
4.88
Sharpe Ratio
0.52
N/A
Treynor Ratio
1.99
N/A
10 Years
Statistic
ADVRX
Category
Alpha (against Standard Index)
-0.57
-0.65
Beta (against Standard Index)
0.94
0.96
Mean Annual Return
5.52
0.45
R-squared (against Standard Index)
95
71.12
Standard Deviation
3.65
4.47
Sharpe Ratio
0.69
N/A
Treynor Ratio
2.71
N/A
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