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American Century Utilities Inv (BULIX)

17.85 Up 0.13(0.73%) Aug 29

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up16
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2006):24.99%
Worst 1 Yr Total Return(Dec 30, 2008):-31.12%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticBULIXCategory
Alpha (against Standard Index)8.167.81
Beta (against Standard Index)0.300.44
Mean Annual Return0.961.05
R-squared (against Standard Index)16.9936.16
Standard Deviation10.5511.15
Sharpe Ratio1.091.13
Treynor Ratio37.7234.46
5 Years
StatisticBULIXCategory
Alpha (against Standard Index)6.416.18
Beta (against Standard Index)0.470.55
Mean Annual Return1.031.09
R-squared (against Standard Index)38.5450.70
Standard Deviation11.0511.47
Sharpe Ratio1.111.14
Treynor Ratio26.2425.08
10 Years
StatisticBULIXCategory
Alpha (against Standard Index)4.724.57
Beta (against Standard Index)0.560.61
Mean Annual Return0.860.88
R-squared (against Standard Index)52.8456.99
Standard Deviation12.7113.49
Sharpe Ratio0.690.67
Treynor Ratio15.0114.12