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Olstein All Cap Value C (OFALX)

On Dec 3: 10.56   0.07 (0.66%)

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Risk  As of 31-Oct-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): 14.44% Worst 1 Yr Total Return (2008): -43.80% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic OFALX Category Alpha (against Standard Index) -1.16 2.78 Beta (against Standard Index) 1.19 1.14 Mean Annual Return -10.35 -0.31 R-squared (against Standard Index) 92 88.48 Standard Deviation 24.16 23.83 Sharpe Ratio -0.43 N/A Treynor Ratio -10.77 N/A 5 Years Statistic OFALX Category Alpha (against Standard Index) -1.41 2.11 Beta (against Standard Index) 1.20 1.17 Mean Annual Return -2.08 0.29 R-squared (against Standard Index) 91 86.78 Standard Deviation 19.99 20.06 Sharpe Ratio -0.15 N/A Treynor Ratio -4.26 N/A 10 Years Statistic OFALX Category Alpha (against Standard Index) 5.92 6.25 Beta (against Standard Index) 1.17 1.05 Mean Annual Return 3.68 0.54 R-squared (against Standard Index) 81 72.80 Standard Deviation 20.95 19.97 Sharpe Ratio 0.14 N/A Treynor Ratio 0.61 N/A
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