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Oakmark I (OAKMX)

66.38 Down 0.60(0.90%) Oct 22

Risk as of Sep 29, 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
Alpha (against Standard Index)0.96-1.82
Beta (against Standard Index)1.061.03
Mean Annual Return1.981.69
R-squared (against Standard Index)94.7893.94
Standard Deviation11.5311.28
Sharpe Ratio2.051.80
Treynor Ratio24.1020.92
5 Years
Alpha (against Standard Index)0.66-1.71
Beta (against Standard Index)1.041.02
Mean Annual Return1.411.18
R-squared (against Standard Index)96.2495.81
Standard Deviation14.0513.83
Sharpe Ratio1.191.03
Treynor Ratio16.3013.79
10 Years
Alpha (against Standard Index)0.79-0.55
Beta (against Standard Index)1.081.01
Mean Annual Return0.860.71
R-squared (against Standard Index)92.6495.12
Standard Deviation16.4115.29
Sharpe Ratio0.530.45
Treynor Ratio7.195.94