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American Century Emerging Markets Inv (TWMIX)
On
Dec 8
:
7.40
0.13
(1.73%)
MORE ON TWMIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
43.73%
Worst 1 Yr Total Return
(2008)
:
-59.79%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TWMIX
Category
Alpha (against Standard Index)
10.05
12.35
Beta (against Standard Index)
1.37
1.29
Mean Annual Return
-0.61
0.71
R-squared (against Standard Index)
86
87.52
Standard Deviation
35.45
33.07
Sharpe Ratio
0.10
N/A
Treynor Ratio
-2.20
N/A
5 Years
Statistic
TWMIX
Category
Alpha (against Standard Index)
8.93
9.15
Beta (against Standard Index)
1.40
1.29
Mean Annual Return
13.66
1.44
R-squared (against Standard Index)
85
85.78
Standard Deviation
30.11
27.65
Sharpe Ratio
0.49
N/A
Treynor Ratio
7.60
N/A
10 Years
Statistic
TWMIX
Category
Alpha (against Standard Index)
8.50
9.81
Beta (against Standard Index)
1.34
1.23
Mean Annual Return
8.82
1.14
R-squared (against Standard Index)
75
76.71
Standard Deviation
27.87
25.41
Sharpe Ratio
0.34
N/A
Treynor Ratio
4.38
N/A
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