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Olstein All Cap Value Adv (OFAFX)

On Jan 7: 12.23   0.06 (0.49%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2006): 15.25% Worst 1 Yr Total Return (2008): -43.43% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic OFAFX Category Alpha (against Standard Index) -1.87 1.45 Beta (against Standard Index) 1.17 1.13 Mean Annual Return -9.40 -0.27 R-squared (against Standard Index) 91 88.11 Standard Deviation 24.22 23.88 Sharpe Ratio -0.38 N/A Treynor Ratio -10.01 N/A 5 Years Statistic OFAFX Category Alpha (against Standard Index) -1.71 1.17 Beta (against Standard Index) 1.18 1.15 Mean Annual Return -1.85 0.26 R-squared (against Standard Index) 90 86.34 Standard Deviation 19.85 19.90 Sharpe Ratio -0.14 N/A Treynor Ratio -4.12 N/A 10 Years Statistic OFAFX Category Alpha (against Standard Index) 6.10 5.72 Beta (against Standard Index) 1.16 1.04 Mean Annual Return 4.39 0.53 R-squared (against Standard Index) 80 73.17 Standard Deviation 20.92 19.87 Sharpe Ratio 0.17 N/A Treynor Ratio 1.27 N/A
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