Oakmark Fund

Scorecard
5 / 5 Stars
Lipper
5 5 4 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 2014-03-12

Volatility Measurements

Updated 02.28.2014

Standard Deviation 13.44
Mean 1.36
Sharpe Ratio 1.21
Bear Market Decile Rank 33

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
S&P 500 TR USD
R-Squared 96.02 96.02
Beta 1.06 1.06
Alpha 1.32 1.32

See Also:

Top Oakmark Funds