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Friday, December 18, 2009, 5:15PM ET - U.S. Markets Closed. Dow Up 0.20% Nasdaq Up 1.45%
Old Mutual Copper Rock Emerging Gr I (OMIRX)On Dec 17: 8.61  Down 0.10 (1.15%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:2
Number of Years Down:1
Best 1 Yr Total Return (2007):18.75%
Worst 1 Yr Total Return (2008):-48.21%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticOMIRXCategory
Alpha (against Standard Index)-1.490.16
Beta (against Standard Index)1.121.12
Mean Annual Return-8.89-0.38
R-squared (against Standard Index)8284.86
Standard Deviation24.6024.29
Sharpe Ratio-0.34N/A
Treynor Ratio-9.95N/A
5 Years
StatisticOMIRXCategory
Alpha (against Standard Index)N/A-0.01
Beta (against Standard Index)N/A1.17
Mean Annual ReturnN/A0.16
R-squared (against Standard Index)N/A80.32
Standard DeviationN/A20.99
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
10 Years
StatisticOMIRXCategory
Alpha (against Standard Index)N/A4.06
Beta (against Standard Index)N/A1.16
Mean Annual ReturnN/A0.37
R-squared (against Standard Index)N/A57.27
Standard DeviationN/A25.21
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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