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American Century Government Bond Inv (CPTNX)
On
Dec 4
:
11.28
0.04
(0.35%)
MORE ON CPTNX
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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:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
9.55%
Worst 1 Yr Total Return
(2005)
:
2.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CPTNX
Category
Alpha (against Standard Index)
1.47
0.17
Beta (against Standard Index)
0.81
0.75
Mean Annual Return
7.13
0.45
R-squared (against Standard Index)
72
63.33
Standard Deviation
3.86
3.92
Sharpe Ratio
1.17
N/A
Treynor Ratio
5.84
N/A
5 Years
Statistic
CPTNX
Category
Alpha (against Standard Index)
0.77
-0.28
Beta (against Standard Index)
0.82
0.77
Mean Annual Return
5.49
0.36
R-squared (against Standard Index)
78
69.10
Standard Deviation
3.38
3.41
Sharpe Ratio
0.71
N/A
Treynor Ratio
3.00
N/A
10 Years
Statistic
CPTNX
Category
Alpha (against Standard Index)
0.09
-0.49
Beta (against Standard Index)
0.90
0.85
Mean Annual Return
6.07
0.44
R-squared (against Standard Index)
81
77.74
Standard Deviation
3.80
3.68
Sharpe Ratio
0.80
N/A
Treynor Ratio
3.43
N/A
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