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Sunday, December 20, 2009, 12:25AM ET - U.S. Markets Closed. Dow  0.20% Nasdaq  1.45%

Old Mutual Strategic Small Company A (OSSAX)

On Dec 18: 8.58   0.05 (0.59%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2007): 11.92% Worst 1 Yr Total Return (2008): -40.70% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic OSSAX Category Alpha (against Standard Index) -0.83 0.16 Beta (against Standard Index) 1.05 1.12 Mean Annual Return -7.38 -0.38 R-squared (against Standard Index) 88 84.86 Standard Deviation 22.28 24.29 Sharpe Ratio -0.33 N/A Treynor Ratio -9.15 N/A 5 Years Statistic OSSAX Category Alpha (against Standard Index) -0.67 -0.01 Beta (against Standard Index) 1.10 1.17 Mean Annual Return -0.60 0.16 R-squared (against Standard Index) 85 80.32 Standard Deviation 19.16 20.99 Sharpe Ratio -0.09 N/A Treynor Ratio -3.26 N/A 10 Years Statistic OSSAX Category Alpha (against Standard Index) 4.89 4.06 Beta (against Standard Index) 1.19 1.16 Mean Annual Return 1.94 0.37 R-squared (against Standard Index) 55 57.27 Standard Deviation 26.00 25.21 Sharpe Ratio 0.09 N/A Treynor Ratio -0.83 N/A
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