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Oakmark Equity & Income I (OAKBX)

28.25 Down 1.04(3.55%) Jun 24

Risk as of May 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up17
Number of Years Down3
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
StatisticOAKBXCategory
Alpha (against Standard Index)0.530.23
Beta (against Standard Index)1.181.04
Mean Annual Return0.520.44
R-squared (against Standard Index)91.2092.10
Standard Deviation8.817.71
Sharpe Ratio0.700.69
Treynor Ratio5.044.92
5 Years
StatisticOAKBXCategory
Alpha (against Standard Index)-0.070.22
Beta (against Standard Index)1.141.04
Mean Annual Return0.520.50
R-squared (against Standard Index)88.8692.86
Standard Deviation9.518.57
Sharpe Ratio0.650.71
Treynor Ratio5.175.60
10 Years
StatisticOAKBXCategory
Alpha (against Standard Index)1.13-0.63
Beta (against Standard Index)0.931.06
Mean Annual Return0.570.48
R-squared (against Standard Index)86.1693.56
Standard Deviation9.9310.86
Sharpe Ratio0.590.44
Treynor Ratio5.934.09