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American Century Equity Income Inv (TWEIX)
On
Nov 30
:
6.47
0.01
(0.15%)
MORE ON TWEIX
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Risk
As of 31-Oct-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)
:
19.45%
Worst 1 Yr Total Return
(2008)
:
-20.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TWEIX
Category
Alpha (against Standard Index)
-0.28
-1.05
Beta (against Standard Index)
0.65
1.02
Mean Annual Return
-3.76
-0.55
R-squared (against Standard Index)
90
94.27
Standard Deviation
13.42
20.65
Sharpe Ratio
-0.40
N/A
Treynor Ratio
-9.47
N/A
5 Years
Statistic
TWEIX
Category
Alpha (against Standard Index)
0.98
0.04
Beta (against Standard Index)
0.66
1.02
Mean Annual Return
2.46
0.14
R-squared (against Standard Index)
90
93.13
Standard Deviation
11.16
16.85
Sharpe Ratio
0.01
N/A
Treynor Ratio
-0.85
N/A
10 Years
Statistic
TWEIX
Category
Alpha (against Standard Index)
5.45
2.54
Beta (against Standard Index)
0.59
0.88
Mean Annual Return
6.40
0.27
R-squared (against Standard Index)
70
80.76
Standard Deviation
11.36
15.89
Sharpe Ratio
0.35
N/A
Treynor Ratio
5.82
N/A
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