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American Century Heritage B (ATHBX)
On
Dec 18
:
15.45
0.05
(0.32%)
MORE ON ATHBX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-46.72%
Worst 1 Yr Total Return
(2008)
:
-46.72%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ATHBX
Category
Alpha (against Standard Index)
7.85
2.05
Beta (against Standard Index)
1.11
1.08
Mean Annual Return
0.14
-0.20
R-squared (against Standard Index)
80
84.21
Standard Deviation
24.65
23.41
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.93
N/A
5 Years
Statistic
ATHBX
Category
Alpha (against Standard Index)
7.80
1.56
Beta (against Standard Index)
1.14
1.11
Mean Annual Return
7.69
0.29
R-squared (against Standard Index)
75
80.86
Standard Deviation
21.09
19.91
Sharpe Ratio
0.32
N/A
Treynor Ratio
4.14
N/A
10 Years
Statistic
ATHBX
Category
Alpha (against Standard Index)
5.53
3.33
Beta (against Standard Index)
0.99
1.11
Mean Annual Return
4.15
0.32
R-squared (against Standard Index)
57
61.70
Standard Deviation
21.23
23.38
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.24
N/A
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