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American Century Equity Income R (AEURX)
On
Dec 1
:
6.54
0.09
(1.40%)
MORE ON AEURX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
18.89%
Worst 1 Yr Total Return
(2008)
:
-20.38%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AEURX
Category
Alpha (against Standard Index)
-0.76
-1.05
Beta (against Standard Index)
0.65
1.02
Mean Annual Return
-4.21
-0.55
R-squared (against Standard Index)
90
94.27
Standard Deviation
13.38
20.65
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-10.16
N/A
5 Years
Statistic
AEURX
Category
Alpha (against Standard Index)
0.50
0.04
Beta (against Standard Index)
0.66
1.02
Mean Annual Return
1.98
0.14
R-squared (against Standard Index)
90
93.13
Standard Deviation
11.12
16.85
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-1.57
N/A
10 Years
Statistic
AEURX
Category
Alpha (against Standard Index)
4.94
2.54
Beta (against Standard Index)
0.59
0.88
Mean Annual Return
5.87
0.27
R-squared (against Standard Index)
70
80.76
Standard Deviation
11.34
15.89
Sharpe Ratio
0.30
N/A
Treynor Ratio
4.93
N/A
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