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Friday, December 18, 2009, 8:15PM ET - U.S. Markets Closed. Dow  0.20% Nasdaq  1.45%

Old Mutual Strategic Small Company Z (OSSCX)

On Dec 18: 8.76   0.06 (0.69%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2007): 12.18% Worst 1 Yr Total Return (2008): -40.61% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic OSSCX Category Alpha (against Standard Index) -0.60 0.16 Beta (against Standard Index) 1.05 1.12 Mean Annual Return -7.16 -0.38 R-squared (against Standard Index) 88 84.86 Standard Deviation 22.30 24.29 Sharpe Ratio -0.32 N/A Treynor Ratio -8.95 N/A 5 Years Statistic OSSCX Category Alpha (against Standard Index) -0.42 -0.01 Beta (against Standard Index) 1.10 1.17 Mean Annual Return -0.36 0.16 R-squared (against Standard Index) 85 80.32 Standard Deviation 19.18 20.99 Sharpe Ratio -0.08 N/A Treynor Ratio -3.04 N/A 10 Years Statistic OSSCX Category Alpha (against Standard Index) 5.05 4.06 Beta (against Standard Index) 1.19 1.16 Mean Annual Return 2.10 0.37 R-squared (against Standard Index) 55 57.27 Standard Deviation 26.01 25.21 Sharpe Ratio 0.10 N/A Treynor Ratio -0.69 N/A
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