Oakmark Fund

Scorecard
5 / 5 Stars
Lipper
5 5 5 1 3
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
5 / 5 Stars
TheStreet.com
A+ (Buy)

Risk

The fund's Value Line Risk Rank, a measure of volatility, is 3 on a scale of 1 to 5, with 1 being the least volatile and 5 the most.

Value Line 2014-06-11

Volatility Measurements

Updated 06.30.2014

Standard Deviation 13.13
Mean 1.53
Sharpe Ratio 1.39
Bear Market Decile Rank 32

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 3000 TR USD
R-Squared 95.99 96.22
Beta 1.05 1.0
Alpha 1.4 2.21

See Also:

Top Oakmark Funds