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Oberweis Micro-Cap (OBMCX)
On
Nov 30
:
9.29
0.04
(0.43%)
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Risk
As of 31-Oct-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
(2005)
:
12.72%
Worst 1 Yr Total Return
(2008)
:
-52.98%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OBMCX
Category
Alpha (against Standard Index)
2.10
1.71
Beta (against Standard Index)
1.27
1.15
Mean Annual Return
-8.94
-0.40
R-squared (against Standard Index)
77
85.55
Standard Deviation
28.23
24.28
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-8.93
N/A
5 Years
Statistic
OBMCX
Category
Alpha (against Standard Index)
1.83
1.12
Beta (against Standard Index)
1.36
1.19
Mean Annual Return
-0.30
0.21
R-squared (against Standard Index)
71
81.02
Standard Deviation
25.49
21.15
Sharpe Ratio
0.00
N/A
Treynor Ratio
-2.45
N/A
10 Years
Statistic
OBMCX
Category
Alpha (against Standard Index)
11.68
5.25
Beta (against Standard Index)
1.33
1.18
Mean Annual Return
7.18
0.43
R-squared (against Standard Index)
53
56.73
Standard Deviation
29.24
25.52
Sharpe Ratio
0.28
N/A
Treynor Ratio
3.17
N/A
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