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Old Mutual China A (OMNAX)
On
Dec 14
:
18.44
0.16
(0.88%)
MORE ON OMNAX
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Research Reports
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
(2006)
:
78.55%
Worst 1 Yr Total Return
(2008)
:
-46.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OMNAX
Category
Alpha (against Standard Index)
19.64
17.09
Beta (against Standard Index)
1.10
1.24
Mean Annual Return
11.77
1.10
R-squared (against Standard Index)
66
74.51
Standard Deviation
32.37
34.56
Sharpe Ratio
0.44
N/A
Treynor Ratio
8.61
N/A
5 Years
Statistic
OMNAX
Category
Alpha (against Standard Index)
N/A
11.06
Beta (against Standard Index)
N/A
1.23
Mean Annual Return
N/A
1.48
R-squared (against Standard Index)
N/A
74.35
Standard Deviation
N/A
28.13
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
OMNAX
Category
Alpha (against Standard Index)
N/A
8.85
Beta (against Standard Index)
N/A
1.12
Mean Annual Return
N/A
1.04
R-squared (against Standard Index)
N/A
63.59
Standard Deviation
N/A
25.42
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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