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    OCM Gold Investor (OCMGX)

    14.16 Down 0.97(6.41%) Aug 24

    Risk as of Jul 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up11
    Number of Years Down16
    Best 1 Yr Total Return(Dec 30, 2002):93.25%
    Worst 1 Yr Total Return(Dec 30, 2013):-47.61%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticOCMGXCategory
    Alpha (against Standard Index)16.8413.22
    Beta (against Standard Index)0.240.36
    Mean Annual Return1.541.30
    R-squared (against Standard Index)0.441.20
    Standard Deviation43.0841.44
    Sharpe Ratio0.430.37
    Treynor Ratio41.6726.21
    5 Years
    StatisticOCMGXCategory
    Alpha (against Standard Index)-4.69-8.35
    Beta (against Standard Index)0.540.64
    Mean Annual Return-0.06-0.30
    R-squared (against Standard Index)3.395.41
    Standard Deviation39.8038.64
    Sharpe Ratio-0.02-0.10
    Treynor Ratio-14.98-16.50
    10 Years
    StatisticOCMGXCategory
    Alpha (against Standard Index)5.853.09
    Beta (against Standard Index)0.700.82
    Mean Annual Return0.860.68
    R-squared (against Standard Index)9.0614.04
    Standard Deviation39.4638.08
    Sharpe Ratio0.240.19
    Treynor Ratio2.540.30