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American Century Global Gold R (AGGWX)
On
Dec 4
:
21.79
1.13
(4.93%)
MORE ON AGGWX
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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)
:
-27.52%
Worst 1 Yr Total Return
(2008)
:
-27.52%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AGGWX
Category
Alpha (against Standard Index)
-0.25
6.81
Beta (against Standard Index)
10.01
6.36
Mean Annual Return
4.53
1.46
R-squared (against Standard Index)
1
0.66
Standard Deviation
46.51
44.41
Sharpe Ratio
0.27
N/A
Treynor Ratio
0.21
N/A
5 Years
Statistic
AGGWX
Category
Alpha (against Standard Index)
11.47
16.06
Beta (against Standard Index)
6.00
3.04
Mean Annual Return
10.94
1.77
R-squared (against Standard Index)
0
0.24
Standard Deviation
41.23
39.29
Sharpe Ratio
0.39
N/A
Treynor Ratio
1.32
N/A
10 Years
Statistic
AGGWX
Category
Alpha (against Standard Index)
14.13
17.52
Beta (against Standard Index)
5.35
3.02
Mean Annual Return
14.24
1.85
R-squared (against Standard Index)
0
0.17
Standard Deviation
37.02
35.11
Sharpe Ratio
0.47
N/A
Treynor Ratio
2.11
N/A
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