Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Friday, December 4, 2009, 2:14AM ET - U.S. Markets open in 7 hours and 16 minutes.
Dow
0.83%
Nasdaq
0.54%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
American Century Ginnie Mae Instl (AGMNX)
On
Dec 3
:
10.83
0.02
(0.18%)
MORE ON AGMNX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
1
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
7.30%
Worst 1 Yr Total Return
(2008)
:
7.30%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AGMNX
Category
Alpha (against Standard Index)
1.84
0.17
Beta (against Standard Index)
0.66
0.75
Mean Annual Return
6.94
0.45
R-squared (against Standard Index)
67
63.33
Standard Deviation
3.19
3.92
Sharpe Ratio
1.33
N/A
Treynor Ratio
6.84
N/A
5 Years
Statistic
AGMNX
Category
Alpha (against Standard Index)
0.96
-0.28
Beta (against Standard Index)
0.68
0.77
Mean Annual Return
5.42
0.36
R-squared (against Standard Index)
72
69.10
Standard Deviation
2.85
3.41
Sharpe Ratio
0.79
N/A
Treynor Ratio
3.51
N/A
10 Years
Statistic
AGMNX
Category
Alpha (against Standard Index)
0.62
-0.49
Beta (against Standard Index)
0.64
0.85
Mean Annual Return
5.76
0.44
R-squared (against Standard Index)
76
77.74
Standard Deviation
2.78
3.68
Sharpe Ratio
0.97
N/A
Treynor Ratio
4.34
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center