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Osterweis (OSTFX)
On
Dec 2
:
24.10
0.10
(0.42%)
MORE ON OSTFX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
17.68%
Worst 1 Yr Total Return
(2008)
:
-29.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OSTFX
Category
Alpha (against Standard Index)
1.71
2.78
Beta (against Standard Index)
0.67
1.14
Mean Annual Return
-2.10
-0.31
R-squared (against Standard Index)
80
88.48
Standard Deviation
14.55
23.83
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-6.77
N/A
5 Years
Statistic
OSTFX
Category
Alpha (against Standard Index)
2.45
2.11
Beta (against Standard Index)
0.69
1.17
Mean Annual Return
3.78
0.29
R-squared (against Standard Index)
78
86.78
Standard Deviation
12.39
20.06
Sharpe Ratio
0.12
N/A
Treynor Ratio
1.10
N/A
10 Years
Statistic
OSTFX
Category
Alpha (against Standard Index)
5.94
6.25
Beta (against Standard Index)
0.70
1.05
Mean Annual Return
6.23
0.54
R-squared (against Standard Index)
63
72.80
Standard Deviation
14.20
19.97
Sharpe Ratio
0.29
N/A
Treynor Ratio
4.65
N/A
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