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American Century Equity Growth Instl (AMEIX)
On
Dec 4
:
18.29
0.10
(0.55%)
MORE ON AMEIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
14.36%
Worst 1 Yr Total Return
(2008)
:
-34.60%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AMEIX
Category
Alpha (against Standard Index)
-1.40
0.38
Beta (against Standard Index)
0.96
1.00
Mean Annual Return
-7.93
-0.41
R-squared (against Standard Index)
98
95.50
Standard Deviation
18.98
20.09
Sharpe Ratio
-0.47
N/A
Treynor Ratio
-10.78
N/A
5 Years
Statistic
AMEIX
Category
Alpha (against Standard Index)
-0.05
0.26
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
0.31
0.16
R-squared (against Standard Index)
97
94.84
Standard Deviation
15.90
16.47
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-2.77
N/A
10 Years
Statistic
AMEIX
Category
Alpha (against Standard Index)
0.53
0.84
Beta (against Standard Index)
0.99
0.97
Mean Annual Return
-0.38
0.11
R-squared (against Standard Index)
97
91.16
Standard Deviation
16.10
16.35
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.40
N/A
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