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Oakmark Global II (OARGX)
On
Dec 8
:
18.80
0.22
(1.16%)
MORE ON OARGX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
23.67%
Worst 1 Yr Total Return
(2008)
:
-38.99%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OARGX
Category
Alpha (against Standard Index)
1.32
-0.56
Beta (against Standard Index)
0.93
0.91
Mean Annual Return
-3.56
-0.21
R-squared (against Standard Index)
85
90.41
Standard Deviation
24.11
22.89
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-6.43
N/A
5 Years
Statistic
OARGX
Category
Alpha (against Standard Index)
0.69
-1.40
Beta (against Standard Index)
0.91
0.90
Mean Annual Return
5.57
0.44
R-squared (against Standard Index)
85
89.02
Standard Deviation
19.46
19.07
Sharpe Ratio
0.22
N/A
Treynor Ratio
2.81
N/A
10 Years
Statistic
OARGX
Category
Alpha (against Standard Index)
9.40
0.66
Beta (against Standard Index)
0.94
0.93
Mean Annual Return
11.60
0.36
R-squared (against Standard Index)
71
79.68
Standard Deviation
20.16
19.07
Sharpe Ratio
0.50
N/A
Treynor Ratio
9.14
N/A
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