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    Dodge & Cox International Stock (DODFX)

    42.73 Down 0.20(0.47%) Jul 30

    Risk as of Jun 29, 2015Get 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)5.301.87
    Beta (against Standard Index)1.020.94
    Mean Annual Return1.250.90
    R-squared (against Standard Index)89.4887.57
    Standard Deviation11.1410.36
    Sharpe Ratio1.351.05
    Treynor Ratio15.1211.71
    5 Years
    Alpha (against Standard Index)3.001.34
    Beta (against Standard Index)1.040.97
    Mean Annual Return1.010.81
    R-squared (against Standard Index)95.6393.46
    Standard Deviation16.7115.68
    Sharpe Ratio0.720.63
    Treynor Ratio10.719.32
    10 Years
    Alpha (against Standard Index)1.29-0.18
    Beta (against Standard Index)1.060.96
    Mean Annual Return0.740.57
    R-squared (against Standard Index)95.6394.43
    Standard Deviation20.5118.59
    Sharpe Ratio0.370.30
    Treynor Ratio5.264.05