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    Olstein Strategic Opportunities A (OFSAX)

    18.49 Down 0.07(0.38%) Mar 31

    Risk as of Feb 27, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up5
    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
    StatisticOFSAXCategory
    Alpha (against Standard Index)0.22-4.94
    Beta (against Standard Index)1.171.16
    Mean Annual Return1.691.24
    R-squared (against Standard Index)72.1572.15
    Standard Deviation13.1112.99
    Sharpe Ratio1.541.15
    Treynor Ratio18.0712.97
    5 Years
    StatisticOFSAXCategory
    Alpha (against Standard Index)-3.06-4.06
    Beta (against Standard Index)1.401.22
    Mean Annual Return1.601.28
    R-squared (against Standard Index)83.8984.10
    Standard Deviation19.9717.45
    Sharpe Ratio0.960.88
    Treynor Ratio13.3112.14
    10 Years
    StatisticOFSAXCategory
    Alpha (against Standard Index)N/A-0.70
    Beta (against Standard Index)N/A1.18
    Mean Annual ReturnN/A0.79
    R-squared (against Standard Index)N/A82.96
    Standard DeviationN/A19.15
    Sharpe RatioN/A0.42
    Treynor RatioN/A5.49