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    Dodge & Cox International Stock (DODFX)

    36.34 Down 0.43(1.17%) Jul 28

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up10
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2003):49.42%
    Worst 1 Yr Total Return(Dec 30, 2008):-46.69%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.730.61
    Beta (against Standard Index)1.140.91
    Mean Annual Return0.130.20
    R-squared (against Standard Index)93.5689.85
    Standard Deviation15.6012.73
    Sharpe Ratio0.090.20
    Treynor Ratio0.251.93
    5 Years
    Alpha (against Standard Index)1.080.99
    Beta (against Standard Index)1.060.93
    Mean Annual Return0.210.18
    R-squared (against Standard Index)94.1392.37
    Standard Deviation17.0415.05
    Sharpe Ratio0.140.15
    Treynor Ratio0.891.30
    10 Years
    Alpha (against Standard Index)0.52-0.30
    Beta (against Standard Index)1.080.95
    Mean Annual Return0.370.27
    R-squared (against Standard Index)95.6494.41
    Standard Deviation21.1518.76
    Sharpe Ratio0.170.13
    Treynor Ratio1.170.70