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American Century Emerging Markets Ins (AMKIX)
On
Dec 1
:
7.62
0.19
(2.56%)
MORE ON AMKIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
43.83%
Worst 1 Yr Total Return
(2008)
:
-59.71%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AMKIX
Category
Alpha (against Standard Index)
9.80
12.35
Beta (against Standard Index)
1.35
1.29
Mean Annual Return
-0.44
0.71
R-squared (against Standard Index)
88
87.52
Standard Deviation
34.47
33.07
Sharpe Ratio
0.10
N/A
Treynor Ratio
-2.12
N/A
5 Years
Statistic
AMKIX
Category
Alpha (against Standard Index)
9.02
9.15
Beta (against Standard Index)
1.38
1.29
Mean Annual Return
13.88
1.44
R-squared (against Standard Index)
86
85.78
Standard Deviation
29.47
27.65
Sharpe Ratio
0.50
N/A
Treynor Ratio
7.86
N/A
10 Years
Statistic
AMKIX
Category
Alpha (against Standard Index)
8.60
9.81
Beta (against Standard Index)
1.33
1.23
Mean Annual Return
9.01
1.14
R-squared (against Standard Index)
75
76.71
Standard Deviation
27.54
25.41
Sharpe Ratio
0.35
N/A
Treynor Ratio
4.55
N/A
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