Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Wednesday, December 30, 2009, 2:20AM ET - U.S. Markets open in 7 hours and 10 minutes.
Dow
0.02%
Nasdaq
0.12%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
American Century Equity Income A (TWEAX)
On
Dec 29
:
6.61
0.05
(0.75%)
MORE ON TWEAX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
19.30%
Worst 1 Yr Total Return
(2008)
:
-20.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TWEAX
Category
Alpha (against Standard Index)
-0.87
-1.37
Beta (against Standard Index)
0.65
1.02
Mean Annual Return
-3.51
-0.45
R-squared (against Standard Index)
91
94.58
Standard Deviation
13.52
20.79
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-8.91
N/A
5 Years
Statistic
TWEAX
Category
Alpha (against Standard Index)
0.40
-0.29
Beta (against Standard Index)
0.66
1.01
Mean Annual Return
2.13
0.14
R-squared (against Standard Index)
90
93.49
Standard Deviation
11.12
16.81
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.31
N/A
10 Years
Statistic
TWEAX
Category
Alpha (against Standard Index)
5.41
2.74
Beta (against Standard Index)
0.59
0.88
Mean Annual Return
6.59
0.31
R-squared (against Standard Index)
71
81.33
Standard Deviation
11.38
15.97
Sharpe Ratio
0.37
N/A
Treynor Ratio
6.22
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center