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Old Mutual Growth Z (OBHGX)
On
Dec 4
:
21.43
0.22
(1.04%)
MORE ON OBHGX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
23.96%
Worst 1 Yr Total Return
(2008)
:
-46.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OBHGX
Category
Alpha (against Standard Index)
5.85
2.05
Beta (against Standard Index)
1.05
1.08
Mean Annual Return
-1.22
-0.20
R-squared (against Standard Index)
78
84.21
Standard Deviation
23.50
23.41
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-3.33
N/A
5 Years
Statistic
OBHGX
Category
Alpha (against Standard Index)
4.26
1.56
Beta (against Standard Index)
1.08
1.11
Mean Annual Return
4.25
0.29
R-squared (against Standard Index)
76
80.86
Standard Deviation
19.93
19.91
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.16
N/A
10 Years
Statistic
OBHGX
Category
Alpha (against Standard Index)
0.74
3.33
Beta (against Standard Index)
1.22
1.11
Mean Annual Return
-3.23
0.32
R-squared (against Standard Index)
44
61.70
Standard Deviation
29.59
23.38
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-5.06
N/A
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