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    Dodge & Cox International Stock (DODFX)

    41.77 Down 0.74(1.74%) Jan 30

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up10
    Number of Years Down3
    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)5.371.63
    Beta (against Standard Index)1.040.94
    Mean Annual Return1.270.88
    R-squared (against Standard Index)93.8991.88
    Standard Deviation13.9212.77
    Sharpe Ratio1.090.83
    Treynor Ratio14.6010.98
    5 Years
    Alpha (against Standard Index)3.150.71
    Beta (against Standard Index)1.060.98
    Mean Annual Return0.770.52
    R-squared (against Standard Index)96.4194.45
    Standard Deviation17.8716.65
    Sharpe Ratio0.510.38
    Treynor Ratio7.355.22
    10 Years
    Alpha (against Standard Index)1.50-0.46
    Beta (against Standard Index)1.070.96
    Mean Annual Return0.720.51
    R-squared (against Standard Index)95.7594.50
    Standard Deviation20.5218.58
    Sharpe Ratio0.350.25
    Treynor Ratio4.903.20