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    Olstein Strategic Opportunities A (OFSAX)

    14.77 Down 0.12(0.81%) Sep 29

    Risk as of Aug 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up5
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2009):48.51%
    Worst 1 Yr Total Return(Dec 30, 2008):-38.11%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-6.13-4.77
    Beta (against Standard Index)1.121.05
    Mean Annual Return0.640.67
    R-squared (against Standard Index)69.0366.40
    Standard Deviation14.7414.09
    Sharpe Ratio0.510.58
    Treynor Ratio5.937.04
    5 Years
    Alpha (against Standard Index)-5.01-4.57
    Beta (against Standard Index)1.321.17
    Mean Annual Return1.171.02
    R-squared (against Standard Index)77.6977.18
    Standard Deviation17.5015.60
    Sharpe Ratio0.790.79
    Treynor Ratio10.0010.02
    10 Years
    Alpha (against Standard Index)N/A-1.22
    Beta (against Standard Index)N/A1.16
    Mean Annual ReturnN/A0.70
    R-squared (against Standard Index)N/A83.11
    Standard DeviationN/A19.37
    Sharpe RatioN/A0.39
    Treynor RatioN/A5.10