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Oakmark Equity & Income I (OAKBX)

32.96 Up 0.11(0.33%) Oct 20

Risk as of Sep 29, 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)1.99-0.11
Beta (against Standard Index)1.071.31
Mean Annual Return1.201.26
R-squared (against Standard Index)83.6293.26
Standard Deviation8.509.83
Sharpe Ratio1.691.54
Treynor Ratio13.9612.04
5 Years
StatisticOAKBXCategory
Alpha (against Standard Index)0.26-1.61
Beta (against Standard Index)1.071.36
Mean Annual Return0.830.90
R-squared (against Standard Index)88.1394.90
Standard Deviation9.7411.97
Sharpe Ratio1.020.90
Treynor Ratio9.267.82
10 Years
StatisticOAKBXCategory
Alpha (against Standard Index)1.48-2.22
Beta (against Standard Index)0.901.35
Mean Annual Return0.690.61
R-squared (against Standard Index)84.6493.47
Standard Deviation9.4413.57
Sharpe Ratio0.720.43
Treynor Ratio7.373.81