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American Century International Gr A (TWGAX)

12.68 Up 0.12(0.96%) Oct 20

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up12
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 1999):64.06%
Worst 1 Yr Total Return(Dec 30, 2008):-45.36%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTWGAXCategory
Alpha (against Standard Index)3.812.36
Beta (against Standard Index)0.900.90
Mean Annual Return1.241.11
R-squared (against Standard Index)91.0489.21
Standard Deviation13.5913.66
Sharpe Ratio1.090.98
Treynor Ratio16.3914.68
5 Years
StatisticTWGAXCategory
Alpha (against Standard Index)2.321.53
Beta (against Standard Index)1.010.96
Mean Annual Return0.800.70
R-squared (against Standard Index)95.0692.78
Standard Deviation17.0016.37
Sharpe Ratio0.560.51
Treynor Ratio8.327.68
10 Years
StatisticTWGAXCategory
Alpha (against Standard Index)0.21-0.14
Beta (against Standard Index)0.960.95
Mean Annual Return0.720.68
R-squared (against Standard Index)96.1994.12
Standard Deviation18.5318.59
Sharpe Ratio0.380.36
Treynor Ratio5.745.41