• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down1.93% Nasdaq Down1.36%

    Oakmark Equity & Income I (OAKBX)

    30.32 Up 0.07(0.23%) Sep 3

    Risk as of Aug 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up17
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2013):24.25%
    Worst 1 Yr Total Return(Dec 30, 2008):-16.18%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.741.20
    Beta (against Standard Index)1.171.02
    Mean Annual Return0.790.81
    R-squared (against Standard Index)83.8088.64
    Standard Deviation7.595.91
    Sharpe Ratio1.241.65
    Treynor Ratio8.109.74
    5 Years
    Alpha (against Standard Index)0.650.56
    Beta (against Standard Index)1.111.04
    Mean Annual Return0.820.78
    R-squared (against Standard Index)88.3493.40
    Standard Deviation9.318.27
    Sharpe Ratio1.051.14
    Treynor Ratio8.759.22
    10 Years
    Alpha (against Standard Index)1.45-0.72
    Beta (against Standard Index)0.911.06
    Mean Annual Return0.600.52
    R-squared (against Standard Index)84.5493.54
    Standard Deviation9.6110.59
    Sharpe Ratio0.610.47
    Treynor Ratio6.234.30