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American Century Equity Growth R (AEYRX)
On
Dec 8
:
18.04
0.17
(0.93%)
MORE ON AEYRX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
13.57%
Worst 1 Yr Total Return
(2008)
:
-35.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AEYRX
Category
Alpha (against Standard Index)
-2.09
0.38
Beta (against Standard Index)
0.96
1.00
Mean Annual Return
-8.57
-0.41
R-squared (against Standard Index)
98
95.50
Standard Deviation
18.97
20.09
Sharpe Ratio
-0.50
N/A
Treynor Ratio
-11.45
N/A
5 Years
Statistic
AEYRX
Category
Alpha (against Standard Index)
-0.75
0.26
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
-0.38
0.16
R-squared (against Standard Index)
97
94.84
Standard Deviation
15.89
16.47
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.48
N/A
10 Years
Statistic
AEYRX
Category
Alpha (against Standard Index)
-0.17
0.84
Beta (against Standard Index)
0.98
0.97
Mean Annual Return
-1.07
0.11
R-squared (against Standard Index)
97
91.16
Standard Deviation
16.09
16.35
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.11
N/A
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