Oakmark Fund

Scorecard
5 / 5 Stars
Lipper
5 5 5 1 3
Zacks Investment Research
4 (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 2014-04-10

Volatility Measurements

Updated 03.31.2014

Standard Deviation 13.36
Mean 1.44
Sharpe Ratio 1.29
Bear Market Decile Rank 33

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar US Market TR USD
R-Squared 96.25 96.25
Beta 1.05 1.02
Alpha 2.02 2.48

See Also:

Top Oakmark Funds