Dow Up0.08% Nasdaq Down0.30%

Oakmark I (OAKMX)

69.96 Down 0.26(0.37%) Sep 19

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up17
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)1.83-1.98
Beta (against Standard Index)1.041.04
Mean Annual Return1.851.53
R-squared (against Standard Index)95.3794.78
Standard Deviation12.3512.39
Sharpe Ratio1.791.49
Treynor Ratio22.6718.46
5 Years
StatisticOAKMXCategory
Alpha (against Standard Index)0.69-1.58
Beta (against Standard Index)1.041.02
Mean Annual Return1.491.28
R-squared (against Standard Index)96.2295.80
Standard Deviation14.0113.82
Sharpe Ratio1.271.12
Treynor Ratio17.5415.09
10 Years
StatisticOAKMXCategory
Alpha (against Standard Index)0.81-0.45
Beta (against Standard Index)1.071.01
Mean Annual Return0.880.73
R-squared (against Standard Index)92.6295.08
Standard Deviation16.3815.27
Sharpe Ratio0.550.48
Treynor Ratio7.476.30