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Investment horizon:

30 Days Login to change

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S&P 500 vs American Century Legacy Foc Lg

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Daily Returns (%)

GSPC

ACFOX

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Assuming 30 trading days horizon, SP 500 is expected to generate 1.5 times less return on investment than American. But when comparing it to its historical volatility, S&P 500 is 1.16 times less risky than American. It trades about 0.35 of its potential returns per unit of risk. American Century Legacy Foc Lg Cap Inv is currently generating about 0.45 of returns per unit of risk over similar time horizon. If you would invest 1,219 in American Century Legacy Foc Lg Cap Inv on April 24, 2013 and sell it today you would earn a total of 70.00 from holding American Century Legacy Foc Lg Cap Inv or generate 5.74% return on investment over 30 days.

Diversification

Almost no diversification

Overlapping area represents amount of risk that can be diversified away by holding S&P 500 and American Century Legacy Foc Lg in the same portfolio assuming nothing else is changed

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Correlation Coefficient

0.93

Parameters

Time Period	1 Month [change]
Direction	Positive
Strength	Very Strong
Accuracy	95.45%
Values	Daily Returns

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Predicted Return Density

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Returns

GSPC

ACFOX

S&P 500

Profile

SP 500

Performance

19	Out Of 100

Over 30

Days

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American Century Legacy Foc Lg Cap Inv

Alpha

Profile

American

Performance

24	Out Of 100

Over 30

Days

76% of all equities and portfolios perform better than American Century Legacy Foc Lg Cap Inv. Compared with the overall equity markets, risk-adjusted returns on investments in American Century Legacy Foc Lg Cap Inv are ranked lower than 24 (%) of all global equities and portfolios over the last 30 days.

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