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American Century Equity Growth Inv (BEQGX)
On
Dec 7
:
18.23
0.05
(0.27%)
MORE ON BEQGX
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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)
:
14.14%
Worst 1 Yr Total Return
(2008)
:
-34.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BEQGX
Category
Alpha (against Standard Index)
-1.59
0.38
Beta (against Standard Index)
0.96
1.00
Mean Annual Return
-8.11
-0.41
R-squared (against Standard Index)
98
95.50
Standard Deviation
18.97
20.09
Sharpe Ratio
-0.48
N/A
Treynor Ratio
-10.97
N/A
5 Years
Statistic
BEQGX
Category
Alpha (against Standard Index)
-0.26
0.26
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
0.11
0.16
R-squared (against Standard Index)
97
94.84
Standard Deviation
15.89
16.47
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-2.97
N/A
10 Years
Statistic
BEQGX
Category
Alpha (against Standard Index)
0.33
0.84
Beta (against Standard Index)
0.99
0.97
Mean Annual Return
-0.58
0.11
R-squared (against Standard Index)
97
91.16
Standard Deviation
16.09
16.35
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-3.60
N/A
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