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American Century Capital Growth Instl (APLIX)
On
Dec 8
:
10.64
0.09
(0.84%)
MORE ON APLIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
19.00%
Worst 1 Yr Total Return
(2008)
:
-37.52%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
APLIX
Category
Alpha (against Standard Index)
4.59
2.45
Beta (against Standard Index)
0.94
1.00
Mean Annual Return
-2.10
-0.24
R-squared (against Standard Index)
92
88.47
Standard Deviation
19.17
20.84
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-4.81
N/A
5 Years
Statistic
APLIX
Category
Alpha (against Standard Index)
1.87
0.94
Beta (against Standard Index)
0.94
1.01
Mean Annual Return
2.35
0.21
R-squared (against Standard Index)
90
86.37
Standard Deviation
15.74
17.46
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.72
N/A
10 Years
Statistic
APLIX
Category
Alpha (against Standard Index)
N/A
0.18
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.04
R-squared (against Standard Index)
N/A
78.62
Standard Deviation
N/A
19.22
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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