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OCM Gold Advisors (OCMAX)

13.04 Up 0.04(0.31%) Sep 16

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up0
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2012):-9.48%
Worst 1 Yr Total Return(Dec 30, 2013):-47.36%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-28.95-32.91
Beta (against Standard Index)0.840.93
Mean Annual Return-1.43-1.65
R-squared (against Standard Index)11.5614.97
Standard Deviation33.0732.48
Sharpe Ratio-0.52-0.61
Treynor Ratio-24.23-24.60
5 Years
Alpha (against Standard Index)-3.72-7.79
Beta (against Standard Index)0.530.66
Mean Annual Return0.230.02
R-squared (against Standard Index)5.9010.14
Standard Deviation31.8830.92
Sharpe Ratio0.090.01
Treynor Ratio-4.19-7.03
10 Years
Alpha (against Standard Index)5.072.90
Beta (against Standard Index)0.800.93
Mean Annual Return1.050.94
R-squared (against Standard Index)13.8519.90
Standard Deviation35.8734.82
Sharpe Ratio0.310.28
Treynor Ratio5.994.27