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Old Mutual Analytic US Long/Short Z (OBDEX)

On Dec 10: 10.34   0.01 (0.10%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 20.71% Worst 1 Yr Total Return (2008): -39.40% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic OBDEX Category Alpha (against Standard Index) -2.29 0.06 Beta (against Standard Index) 0.96 1.00 Mean Annual Return -7.68 -0.33 R-squared (against Standard Index) 94 95.82 Standard Deviation 19.65 20.42 Sharpe Ratio -0.42 N/A Treynor Ratio -10.36 N/A 5 Years Statistic OBDEX Category Alpha (against Standard Index) -0.46 0.04 Beta (against Standard Index) 0.97 1.01 Mean Annual Return 0.27 0.17 R-squared (against Standard Index) 93 95.19 Standard Deviation 16.09 16.64 Sharpe Ratio -0.09 N/A Treynor Ratio -2.82 N/A 10 Years Statistic OBDEX Category Alpha (against Standard Index) -0.49 0.81 Beta (against Standard Index) 0.95 0.96 Mean Annual Return -0.90 0.14 R-squared (against Standard Index) 95 91.13 Standard Deviation 15.85 16.39 Sharpe Ratio -0.16 N/A Treynor Ratio -4.03 N/A
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