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American Century Equity Mkt Neutral Inv (ALHIX)

11.27 Down 0.02(0.18%) Sep 17

Risk as of Aug 30, 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)3.041.02
Beta (against Standard Index)-0.160.07
Mean Annual Return0.220.11
R-squared (against Standard Index)2.393.69
Standard Deviation2.773.87
Sharpe Ratio0.930.24
Treynor Ratio-15.78-1.01
5 Years
Alpha (against Standard Index)2.891.11
Beta (against Standard Index)-0.160.04
Mean Annual Return0.190.11
R-squared (against Standard Index)1.924.09
Standard Deviation3.233.76
Sharpe Ratio0.680.22
Treynor Ratio-13.60-2.87
10 Years
Alpha (against Standard Index)N/A-0.28
Beta (against Standard Index)N/A0.22
Mean Annual ReturnN/A0.16
R-squared (against Standard Index)N/A4.22
Standard DeviationN/A4.89
Sharpe RatioN/A0.09
Treynor RatioN/A7.59