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American Century Fundamental Equity B (AFDBX)
On
Dec 1
:
11.09
0.13
(1.19%)
MORE ON AFDBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
19.70%
Worst 1 Yr Total Return
(2008)
:
-36.04%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AFDBX
Category
Alpha (against Standard Index)
1.48
0.38
Beta (against Standard Index)
0.95
1.00
Mean Annual Return
-5.13
-0.41
R-squared (against Standard Index)
98
95.50
Standard Deviation
18.82
20.09
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-7.94
N/A
5 Years
Statistic
AFDBX
Category
Alpha (against Standard Index)
N/A
0.26
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.16
R-squared (against Standard Index)
N/A
94.84
Standard Deviation
N/A
16.47
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
AFDBX
Category
Alpha (against Standard Index)
N/A
0.84
Beta (against Standard Index)
N/A
0.97
Mean Annual Return
N/A
0.11
R-squared (against Standard Index)
N/A
91.16
Standard Deviation
N/A
16.35
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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