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American Century Emerging Markets A (AEMMX)
On
Dec 4
:
7.36
0.05
(0.68%)
MORE ON AEMMX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
43.25%
Worst 1 Yr Total Return
(2008)
:
-59.81%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AEMMX
Category
Alpha (against Standard Index)
9.45
12.35
Beta (against Standard Index)
1.35
1.29
Mean Annual Return
-0.80
0.71
R-squared (against Standard Index)
88
87.52
Standard Deviation
34.52
33.07
Sharpe Ratio
0.09
N/A
Treynor Ratio
-2.38
N/A
5 Years
Statistic
AEMMX
Category
Alpha (against Standard Index)
8.62
9.15
Beta (against Standard Index)
1.38
1.29
Mean Annual Return
13.43
1.44
R-squared (against Standard Index)
86
85.78
Standard Deviation
29.46
27.65
Sharpe Ratio
0.48
N/A
Treynor Ratio
7.53
N/A
10 Years
Statistic
AEMMX
Category
Alpha (against Standard Index)
8.15
9.81
Beta (against Standard Index)
1.32
1.23
Mean Annual Return
8.54
1.14
R-squared (against Standard Index)
75
76.71
Standard Deviation
27.50
25.41
Sharpe Ratio
0.33
N/A
Treynor Ratio
4.21
N/A
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