Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Monday, November 30, 2009, 2:21PM ET - U.S. Markets close in 1 hour and 39 minutes. Dow Down 0.05% Nasdaq Down 0.26%
Oakmark I (OAKMX)On Nov 27: 36.25  Down 0.50 (1.36%)  
MORE ON OAKMX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:2
Number of Years Down:3
Best 1 Yr Total Return (2006):18.26%
Worst 1 Yr Total Return (2008):-32.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticOAKMXCategory
Alpha (against Standard Index)5.320.38
Beta (against Standard Index)1.141.00
Mean Annual Return-3.66-0.41
R-squared (against Standard Index)9295.50
Standard Deviation23.1420.09
Sharpe Ratio-0.15N/A
Treynor Ratio-5.34N/A
5 Years
StatisticOAKMXCategory
Alpha (against Standard Index)1.490.26
Beta (against Standard Index)1.101.01
Mean Annual Return1.300.16
R-squared (against Standard Index)9094.84
Standard Deviation18.3916.47
Sharpe Ratio0.00N/A
Treynor Ratio-1.57N/A
10 Years
StatisticOAKMXCategory
Alpha (against Standard Index)5.240.84
Beta (against Standard Index)0.900.97
Mean Annual Return4.430.11
R-squared (against Standard Index)7091.16
Standard Deviation17.3016.35
Sharpe Ratio0.17N/A
Treynor Ratio1.62N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center