Skip to search.
 STI Down0.09%

American Century Small Cap Gr R (ANORX)

10.41 Up 0.12(1.17%) 18 May


Risk as of Feb 28, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up3
Number of Years Down2
Best 1 Yr Total Return(Dec 31, 2010):29.48%
Worst 1Yr Total Return(Dec 31, 2008):-42.27%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticANORXCategory
Alpha (against Standard Index)-4.04-3.38
Beta (against Standard Index)1.441.23
Mean Annual Return1.321.07
R-squared (against Standard Index)88.2186.67
Standard Deviation23.2919.78
Sharpe Ratio0.680.65
Treynor Ratio9.699.43
5 Years
StatisticANORXCategory
Alpha (against Standard Index)-0.521.47
Beta (against Standard Index)1.221.16
Mean Annual Return0.620.78
R-squared (against Standard Index)83.2885.73
Standard Deviation25.1623.60
Sharpe Ratio0.280.39
Treynor Ratio3.365.69
10 Years
StatisticANORXCategory
Alpha (against Standard Index)1.461.36
Beta (against Standard Index)1.241.21
Mean Annual Return1.020.96
R-squared (against Standard Index)76.2580.07
Standard Deviation21.0019.84
Sharpe Ratio0.500.50
Treynor Ratio7.106.87