Fund Performance Analysis

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Fund Information (Dec 2000 - Dec 2009)

Fund information
NameAmerican Century Inflation Adjs Bond Inv (ACITX)
Asset ClassTaxable Bond
CategoryInflation-Protected Bond
Fund BenchmarkBloomberg US Treasury US TIPS TR USD
Selected BenchmarkVanguard Total Stock Mkt Idx Adm (VTSAX)
Effective Duration7.37
Yield (SEC)7.02%
Yield (TTM)4.47%
Assets3.72 B
Equity Holdings0
Bond Holdings177
Total Holdings185
Turnover22%
Expense Ratio0.47%
Inception Date02/10/1997

Performance Summary

Fund performance summary
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
American Century Inflation Adjs Bond Inv$10,000$18,025 6.70% 6.82%15.15%-1.01%-11.80% 0.630.950.04
Vanguard Total Stock Mkt Idx Adm$10,000$11,155 1.21% 16.42%31.42%-36.99%-50.84% 0.010.011.00
   

Trailing Returns

Trailing Returns
NameTotal ReturnAnnualized ReturnAnnualized Standard Deviation
3 MonthYear To Date1 year3 year5 yearFull3 year5 year
American Century Inflation Adjs Bond Inv1.98%10.58%10.58%6.69%4.47%6.70%8.49%7.10%
Vanguard Total Stock Mkt Idx Adm5.84%28.83%28.83%-5.02%1.00%1.21%20.55%16.64%
Trailing return and volatility are as of last full calendar month ending December 2009
Notes on results:
  • IMPORTANT: The projections or other information generated by Portfolio Visualizer regarding the likelihood of various investment outcomes are hypothetical in nature, do not reflect actual investment results and are not guarantees of future results. Results may vary with each use and over time.
  • The results do not constitute investment advice or recommendation, are provided solely for informational purposes, and are not an offer to buy or sell any securities. All use is subject to terms of service.
  • Investing involves risk, including possible loss of principal. Past performance is not a guarantee of future results.
  • Asset allocation and diversification strategies do not guarantee a profit or protect against a loss.
  • Hypothetical returns do not reflect trading costs, transaction fees, or actual taxes due on investment returns.
  • The results are based on information from a variety of sources we consider reliable, but we do not represent that the information is accurate or complete.
  • Refer to the related documentation sections for more details on terms and definitions, methodology, and data sources.
  • The results are based on the total return of assets and assume that all received dividends and distributions are reinvested.
  • Fund fundamentals data as of 01/19/2022. (c) 2022 Morningstar. All Rights Reserved. The fund fundamentals information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.
  • Displayed expense ratio is the prospectus net expense ratio
  • CAGR = Compound Annual Growth Rate
  • Stdev = Annualized standard deviation of monthly returns
  • Sharpe and Sortino ratios are calculated and annualized from monthly excess returns over risk free rate (3-month treasury bill)
  • Stock market correlation is based on the correlation of monthly returns
  • Drawdowns are calculated based on monthly returns

Up vs. Down Market Performance

American Century Inflation Adjs Bond Inv vs. Vanguard Total Stock Mkt Idx Adm

Up vs. Down Market Performance - American Century Inflation Adjs Bond Inv vs. Vanguard Total Stock Mkt Idx Adm
Market TypeOccurrencesAverage Active Return
Above BenchmarkBelow BenchmarkTotal% Above BenchmarkAbove BenchmarkBelow BenchmarkTotal
Up Market9576614%1.21%-3.37%-2.74%
Down Market4124395%5.41%-1.38%5.09%
Total505910946%4.65%-3.30%0.35%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryAmerican Century Inflation Adjs Bond InvVanguard Total Stock Mkt Idx Adm
Large-cap Value0.00%38.99%
Large-cap Growth0.00%42.35%
Mid-cap Value0.00%4.88%
Mid-cap Growth7.11%9.47%
Small-cap Value0.00%3.48%
Small-cap Growth0.00%0.00%
Global ex-US Developed Markets0.00%0.00%
Emerging Markets4.57%0.81%
Corporate Bonds12.81%0.00%
Long-Term Treasuries0.00%0.02%
Intermediate-Term Treasuries54.03%0.00%
Short-Term Treasuries21.48%0.00%
R Squared55.77%99.87%
Style analysis is based on monthly returns from April 2005 to December 2009 and uses total portfolio return with monthly rebalancing. Returns based style analysis aims to explain the portfolio returns based on asset class exposures, it does not identify the actual portfolio holdings.

Holdings Based Style Analysis for American Century Inflation Adjs Bond Inv

Holdings Based Style Analysis for American Century Inflation Adjs Bond Inv
TickerNameCategoryWeightYieldExpense RatioDurationContribution
SECTTMNetGrossReturnRisk
ACITXAmerican Century Inflation Adjs Bond InvInflation-Protected Bond100.00%7.02%4.47%0.47%0.47%7.37$8,025100.00%

Asset Allocation

Fixed Income Credit Quality

Fixed Income Maturity

Holdings Based Style Analysis for Vanguard Total Stock Mkt Idx Adm

Holdings Based Style Analysis for Vanguard Total Stock Mkt Idx Adm
TickerNameCategoryWeightYieldExpense RatioP/EContribution
SECTTMNetGrossReturnRisk
VTSAXVanguard Total Stock Mkt Idx AdmLarge Blend100.00%1.14%1.20%0.04%0.04%24.00$1,155100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Portfolio return and risk metrics
MetricAmerican Century Inflation Adjs Bond InvVanguard Total Stock Mkt Idx Adm
Arithmetic Mean (monthly)0.56%0.21%
Arithmetic Mean (annualized)6.95%2.60%
Geometric Mean (monthly)0.54%0.10%
Geometric Mean (annualized)6.70%1.21%
Standard Deviation (monthly)1.97%4.74%
Standard Deviation (annualized)6.82%16.42%
Downside Deviation (monthly)1.25%3.57%
Max. Drawdown-11.80%-50.84%
US Market Correlation0.041.00
Beta(*)0.021.00
Alpha (annualized)6.69%0.00%
R20.19%100.00%
Sharpe Ratio0.630.01
Sortino Ratio0.950.01
Treynor Ratio (%)238.510.14
Calmar Ratio0.57-0.10
Active Return5.49%N/A
Tracking Error17.50%N/A
Information Ratio0.31N/A
Skewness-0.72-0.78
Excess Kurtosis3.061.25
Historical Value-at-Risk (5%)-2.43%-8.69%
Analytical Value-at-Risk (5%)-2.68%-7.58%
Conditional Value-at-Risk (5%)-4.39%-10.98%
Upside Capture Ratio (%)12.17100.00
Downside Capture Ratio (%)-18.29100.00
Safe Withdrawal Rate12.49%9.10%
Perpetual Withdrawal Rate3.67%0.00%
Positive Periods75 out of 109 (68.81%)66 out of 109 (60.55%)
Gain/Loss Ratio0.980.73
* Vanguard Total Stock Mkt Idx Adm is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.

American Century Inflation Adjs Bond Inv Returns

Annual and monthly fund returns
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
20000.82%0.82%
20012.07%1.66%0.82%0.58%1.08%-0.21%1.54%0.35%0.62%2.29%-2.33%-0.97%7.65%
20020.34%1.52%-0.67%2.63%1.48%1.24%1.69%2.97%2.41%-2.57%-0.13%3.45%15.15%
20030.53%3.47%-1.65%-0.28%4.71%-0.88%-4.86%1.84%3.31%0.32%0.05%0.91%7.35%
20041.20%2.12%1.47%-4.80%1.67%0.05%0.93%2.50%0.27%0.96%-0.32%1.83%7.95%
2005-0.01%-0.44%0.08%1.89%0.69%0.28%-1.99%2.23%-0.25%-1.32%0.14%1.18%2.42%
20060.09%0.00%-2.28%-0.12%0.28%0.24%1.54%1.74%0.07%-0.14%1.21%-2.49%0.06%
20070.09%2.08%0.19%0.46%-1.23%-0.15%2.15%0.85%1.27%1.11%3.94%-0.22%10.95%
20084.27%1.62%-0.66%-1.96%0.00%1.79%-0.44%0.87%-4.05%-7.59%-0.10%5.92%-1.01%
20090.38%-0.94%5.33%-1.90%1.75%0.45%0.45%0.90%1.87%1.31%2.67%-1.95%10.58%
Annual return for 2000 is from 12/01/2000 to 12/31/2000

Vanguard Total Stock Mkt Idx Adm Returns

Annual and monthly fund returns
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
20001.79%1.79%
20013.86%-9.44%-6.71%8.16%1.01%-1.62%-1.71%-6.00%-8.98%2.52%7.68%1.79%-10.89%
2002-1.28%-2.05%4.39%-4.90%-1.18%-7.09%-8.02%0.58%-10.10%7.65%6.06%-5.56%-20.95%
2003-2.54%-1.69%1.10%8.21%6.11%1.44%2.36%2.39%-1.13%6.12%1.42%4.45%31.42%
20042.23%1.47%-1.09%-2.11%1.38%2.07%-3.80%0.31%1.76%1.71%4.68%3.62%12.61%
2005-2.68%2.11%-1.76%-2.32%3.77%0.84%4.14%-0.94%0.85%-1.86%4.01%0.13%6.09%
20063.50%0.03%1.79%1.11%-3.23%0.20%-0.10%2.31%2.26%3.56%2.23%1.13%15.63%
20071.88%-1.61%1.13%4.04%3.69%-1.68%-3.38%1.45%3.61%1.82%-4.46%-0.61%5.57%
2008-6.08%-3.04%-0.59%5.02%2.12%-8.20%-0.77%1.61%-9.28%-17.63%-7.86%1.83%-36.99%
2009-8.26%-10.45%8.73%10.60%5.33%0.37%7.87%3.63%4.25%-2.61%5.66%2.85%28.83%
Annual return for 2000 is from 12/01/2000 to 12/31/2000
Rolling returns summary
Roll PeriodAmerican Century Inflation Adjs Bond InvVanguard Total Stock Mkt Idx Adm
AverageHighLowAverageHighLow
1 year6.28%19.46%-7.11%1.81%42.28%-43.15%
3 years5.90%10.09%1.63%5.32%19.54%-15.17%
5 years5.61%8.03%2.97%5.76%16.41%-6.16%
7 years6.24%7.59%4.63%2.86%6.80%-2.95%