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Monday, November 30, 2009, 6:47PM ET - U.S. Markets Closed.
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American Century Growth Inv (TWCGX)
On
Nov 30
:
21.46
0.04
(0.19%)
MORE ON TWCGX
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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
(2007)
:
18.98%
Worst 1 Yr Total Return
(2008)
:
-37.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TWCGX
Category
Alpha (against Standard Index)
4.26
2.45
Beta (against Standard Index)
0.94
1.00
Mean Annual Return
-2.43
-0.24
R-squared (against Standard Index)
91
88.47
Standard Deviation
19.18
20.84
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-5.16
N/A
5 Years
Statistic
TWCGX
Category
Alpha (against Standard Index)
1.70
0.94
Beta (against Standard Index)
0.94
1.01
Mean Annual Return
2.17
0.21
R-squared (against Standard Index)
90
86.37
Standard Deviation
15.76
17.46
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.91
N/A
10 Years
Statistic
TWCGX
Category
Alpha (against Standard Index)
-0.51
0.18
Beta (against Standard Index)
1.00
1.04
Mean Annual Return
-1.68
0.04
R-squared (against Standard Index)
86
78.62
Standard Deviation
17.40
19.22
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-4.63
N/A
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