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OCM Gold Investor (OCMGX)

11.93 Down 0.33(2.69%) Sep 19

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up11
Number of Years Down14
Best 1 Yr Total Return(Dec 30, 2002):93.25%
Worst 1 Yr Total Return(Dec 30, 2013):-47.61%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticOCMGXCategory
Alpha (against Standard Index)-29.60-32.91
Beta (against Standard Index)0.840.93
Mean Annual Return-1.47-1.65
R-squared (against Standard Index)11.7014.97
Standard Deviation33.0232.48
Sharpe Ratio-0.54-0.61
Treynor Ratio-24.67-24.60
5 Years
StatisticOCMGXCategory
Alpha (against Standard Index)-4.28-7.79
Beta (against Standard Index)0.530.66
Mean Annual Return0.190.02
R-squared (against Standard Index)5.9810.14
Standard Deviation31.8530.92
Sharpe Ratio0.070.01
Treynor Ratio-5.11-7.03
10 Years
StatisticOCMGXCategory
Alpha (against Standard Index)4.802.90
Beta (against Standard Index)0.800.93
Mean Annual Return1.030.94
R-squared (against Standard Index)13.8819.90
Standard Deviation35.8634.82
Sharpe Ratio0.300.28
Treynor Ratio5.644.27