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 Dow Down0.75% Nasdaq Down0.56%

Olstein Strategic Opportunities A (OFSAX)

18.30 Down 0.01(0.05%) Jul 24

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up4
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):48.51%
Worst 1 Yr Total Return(Dec 30, 2008):-38.11%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-4.92-5.89
Beta (against Standard Index)1.441.28
Mean Annual Return1.541.23
R-squared (against Standard Index)86.0486.44
Standard Deviation19.0916.86
Sharpe Ratio0.960.88
Treynor Ratio12.4311.19
5 Years
Alpha (against Standard Index)-2.65-2.20
Beta (against Standard Index)1.371.20
Mean Annual Return1.861.65
R-squared (against Standard Index)82.4983.79
Standard Deviation20.1717.64
Sharpe Ratio1.101.12
Treynor Ratio16.2616.51
10 Years
Alpha (against Standard Index)N/A0.33
Beta (against Standard Index)N/A1.18
Mean Annual ReturnN/A0.85
R-squared (against Standard Index)N/A83.58
Standard DeviationN/A19.05
Sharpe RatioN/A0.46
Treynor RatioN/A6.11