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American Century Balanced Inv (TWBIX)
On
Dec 1
:
14.18
0.09
(0.64%)
MORE ON TWBIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
9.65%
Worst 1 Yr Total Return
(2008)
:
-20.33%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TWBIX
Category
Alpha (against Standard Index)
-2.50
-2.88
Beta (against Standard Index)
0.87
1.08
Mean Annual Return
-1.67
-0.13
R-squared (against Standard Index)
96
93.44
Standard Deviation
11.63
14.69
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-4.72
N/A
5 Years
Statistic
TWBIX
Category
Alpha (against Standard Index)
-1.98
-2.47
Beta (against Standard Index)
0.87
1.06
Mean Annual Return
2.44
0.23
R-squared (against Standard Index)
95
92.52
Standard Deviation
9.63
11.89
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-0.67
N/A
10 Years
Statistic
TWBIX
Category
Alpha (against Standard Index)
-2.30
-2.17
Beta (against Standard Index)
0.94
1.05
Mean Annual Return
2.29
0.26
R-squared (against Standard Index)
94
86.72
Standard Deviation
9.67
11.31
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-0.72
N/A
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