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American Century Equity Mkt Neutral Inv (ALHIX)

11.24 Up 0.03(0.27%) Oct 21

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up5
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2007):7.85%
Worst 1 Yr Total Return(Dec 30, 2009):-7.75%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)3.311.17
Beta (against Standard Index)-0.140.11
Mean Annual Return0.250.13
R-squared (against Standard Index)1.834.22
Standard Deviation2.703.77
Sharpe Ratio1.100.29
Treynor Ratio-21.839.96
5 Years
Alpha (against Standard Index)3.091.02
Beta (against Standard Index)-0.130.05
Mean Annual Return0.220.11
R-squared (against Standard Index)1.404.33
Standard Deviation3.143.74
Sharpe Ratio0.820.19
Treynor Ratio-19.44-10.91
10 Years
Alpha (against Standard Index)N/A-0.16
Beta (against Standard Index)N/A0.21
Mean Annual ReturnN/A0.17
R-squared (against Standard Index)N/A4.10
Standard DeviationN/A5.00
Sharpe RatioN/A0.10
Treynor RatioN/A4.07