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Old Mutual Asset Allocation Cnsrv Z (OMCZX)

On Dec 16: 10.43   0.01 (0.10%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 2 Number of Years Down: 1 Best 1 Yr Total Return (2007): 8.11% Worst 1 Yr Total Return (2008): -13.44% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic OMCZX Category Alpha (against Standard Index) 1.79 -0.95 Beta (against Standard Index) 0.65 0.74 Mean Annual Return 3.47 0.09 R-squared (against Standard Index) 93 87.00 Standard Deviation 8.83 10.61 Sharpe Ratio 0.17 N/A Treynor Ratio 1.85 N/A 5 Years Statistic OMCZX Category Alpha (against Standard Index) 0.51 -1.38 Beta (against Standard Index) 0.64 0.71 Mean Annual Return 4.81 0.27 R-squared (against Standard Index) 92 85.46 Standard Deviation 7.13 8.33 Sharpe Ratio 0.28 N/A Treynor Ratio 2.85 N/A 10 Years Statistic OMCZX Category Alpha (against Standard Index) N/A -0.99 Beta (against Standard Index) N/A 0.72 Mean Annual Return N/A 0.31 R-squared (against Standard Index) N/A 80.09 Standard Deviation N/A 8.09 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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