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American Century Ginnie Mae Adv (BGNAX)
On
Dec 2
:
10.85
0.01
(0.09%)
MORE ON BGNAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
6.83%
Worst 1 Yr Total Return
(2005)
:
2.57%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BGNAX
Category
Alpha (against Standard Index)
1.46
0.17
Beta (against Standard Index)
0.66
0.75
Mean Annual Return
6.53
0.45
R-squared (against Standard Index)
68
63.33
Standard Deviation
3.17
3.92
Sharpe Ratio
1.22
N/A
Treynor Ratio
6.25
N/A
5 Years
Statistic
BGNAX
Category
Alpha (against Standard Index)
0.63
-0.28
Beta (against Standard Index)
0.68
0.77
Mean Annual Return
5.06
0.36
R-squared (against Standard Index)
72
69.10
Standard Deviation
2.83
3.41
Sharpe Ratio
0.68
N/A
Treynor Ratio
3.00
N/A
10 Years
Statistic
BGNAX
Category
Alpha (against Standard Index)
0.31
-0.49
Beta (against Standard Index)
0.64
0.85
Mean Annual Return
5.43
0.44
R-squared (against Standard Index)
76
77.74
Standard Deviation
2.77
3.68
Sharpe Ratio
0.86
N/A
Treynor Ratio
3.84
N/A
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