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Oakmark Equity & Income I (OAKBX)

34.59 Up 0.04(0.12%) Sep 2

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up16
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
StatisticOAKBXCategory
Alpha (against Standard Index)0.62-1.42
Beta (against Standard Index)1.131.36
Mean Annual Return0.880.88
R-squared (against Standard Index)87.2294.54
Standard Deviation9.9411.49
Sharpe Ratio1.060.93
Treynor Ratio9.347.79
5 Years
StatisticOAKBXCategory
Alpha (against Standard Index)0.01-1.89
Beta (against Standard Index)1.061.36
Mean Annual Return0.921.02
R-squared (against Standard Index)87.7794.84
Standard Deviation9.6711.90
Sharpe Ratio1.141.03
Treynor Ratio10.429.00
10 Years
StatisticOAKBXCategory
Alpha (against Standard Index)1.36-2.29
Beta (against Standard Index)0.891.34
Mean Annual Return0.700.63
R-squared (against Standard Index)84.1893.02
Standard Deviation9.3813.39
Sharpe Ratio0.730.46
Treynor Ratio7.544.04