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American Century Equity Income B (AEKBX)
On
Dec 1
:
6.55
0.09
(1.39%)
MORE ON AEKBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-20.86%
Worst 1 Yr Total Return
(2008)
:
-20.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AEKBX
Category
Alpha (against Standard Index)
-1.28
-1.05
Beta (against Standard Index)
0.65
1.02
Mean Annual Return
-4.69
-0.55
R-squared (against Standard Index)
91
94.27
Standard Deviation
13.34
20.65
Sharpe Ratio
-0.47
N/A
Treynor Ratio
-10.93
N/A
5 Years
Statistic
AEKBX
Category
Alpha (against Standard Index)
-0.02
0.04
Beta (against Standard Index)
0.66
1.02
Mean Annual Return
1.46
0.14
R-squared (against Standard Index)
90
93.13
Standard Deviation
11.10
16.85
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-2.37
N/A
10 Years
Statistic
AEKBX
Category
Alpha (against Standard Index)
4.45
2.54
Beta (against Standard Index)
0.59
0.88
Mean Annual Return
5.35
0.27
R-squared (against Standard Index)
70
80.76
Standard Deviation
11.33
15.89
Sharpe Ratio
0.26
N/A
Treynor Ratio
4.05
N/A
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