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American Century Emerging Markets R (AEMRX)
On
Dec 4
:
7.54
0.05
(0.67%)
MORE ON AEMRX
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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)
:
-59.93%
Worst 1 Yr Total Return
(2008)
:
-59.93%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AEMRX
Category
Alpha (against Standard Index)
9.60
12.35
Beta (against Standard Index)
1.38
1.29
Mean Annual Return
-1.09
0.71
R-squared (against Standard Index)
86
87.52
Standard Deviation
35.51
33.07
Sharpe Ratio
0.08
N/A
Treynor Ratio
-2.55
N/A
5 Years
Statistic
AEMRX
Category
Alpha (against Standard Index)
8.44
9.15
Beta (against Standard Index)
1.40
1.29
Mean Annual Return
13.10
1.44
R-squared (against Standard Index)
85
85.78
Standard Deviation
30.15
27.65
Sharpe Ratio
0.47
N/A
Treynor Ratio
7.19
N/A
10 Years
Statistic
AEMRX
Category
Alpha (against Standard Index)
8.00
9.81
Beta (against Standard Index)
1.34
1.23
Mean Annual Return
8.28
1.14
R-squared (against Standard Index)
75
76.71
Standard Deviation
27.89
25.41
Sharpe Ratio
0.32
N/A
Treynor Ratio
3.97
N/A
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