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    Oakmark I (OAKMX)

    63.14 Down 0.33(0.52%) Aug 31

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up18
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2009):44.77%
    Worst 1 Yr Total Return(Dec 30, 2008):-32.61%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticOAKMXCategory
    Alpha (against Standard Index)0.05-0.72
    Beta (against Standard Index)1.061.00
    Mean Annual Return1.471.32
    R-squared (against Standard Index)90.9091.25
    Standard Deviation9.518.97
    Sharpe Ratio1.861.77
    Treynor Ratio17.6016.67
    5 Years
    StatisticOAKMXCategory
    Alpha (against Standard Index)-0.74-1.77
    Beta (against Standard Index)1.061.03
    Mean Annual Return1.341.21
    R-squared (against Standard Index)95.5294.79
    Standard Deviation12.7512.42
    Sharpe Ratio1.261.17
    Treynor Ratio15.3614.29
    10 Years
    StatisticOAKMXCategory
    Alpha (against Standard Index)0.64-0.64
    Beta (against Standard Index)1.081.01
    Mean Annual Return0.820.67
    R-squared (against Standard Index)92.8594.98
    Standard Deviation16.5615.28
    Sharpe Ratio0.510.44
    Treynor Ratio6.865.67