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American Century Global Gold B (AGYBX)
On
Dec 7
:
21.12
0.46
(2.13%)
MORE ON AGYBX
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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)
:
-27.90%
Worst 1 Yr Total Return
(2008)
:
-27.90%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AGYBX
Category
Alpha (against Standard Index)
-0.74
6.81
Beta (against Standard Index)
9.99
6.36
Mean Annual Return
4.00
1.46
R-squared (against Standard Index)
1
0.66
Standard Deviation
46.47
44.41
Sharpe Ratio
0.26
N/A
Treynor Ratio
0.16
N/A
5 Years
Statistic
AGYBX
Category
Alpha (against Standard Index)
10.97
16.06
Beta (against Standard Index)
5.99
3.04
Mean Annual Return
10.38
1.77
R-squared (against Standard Index)
0
0.24
Standard Deviation
41.20
39.29
Sharpe Ratio
0.37
N/A
Treynor Ratio
1.23
N/A
10 Years
Statistic
AGYBX
Category
Alpha (against Standard Index)
13.62
17.52
Beta (against Standard Index)
5.33
3.02
Mean Annual Return
13.67
1.85
R-squared (against Standard Index)
0
0.17
Standard Deviation
37.00
35.11
Sharpe Ratio
0.45
N/A
Treynor Ratio
2.01
N/A
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