Skip to search.
 STI Down1.77%

OCM Gold Investor (OCMGX)

12.90 Up 0.17(1.34%) 24 May


Risk as of Mar 31, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up11
Number of Years Down13
Best 1 Yr Total Return(Dec 31, 2002):93.25%
Worst 1Yr Total Return(Dec 31, 2008):-26.56%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticOCMGXCategory
Alpha (against Standard Index)-3.48-16.55
Beta (against Standard Index)0.390.49
Mean Annual Return0.02-0.95
R-squared (against Standard Index)5.258.66
Standard Deviation28.3328.85
Sharpe Ratio0.01-0.39
Treynor Ratio-9.46-31.89
5 Years
StatisticOCMGXCategory
Alpha (against Standard Index)3.87-1.43
Beta (against Standard Index)0.720.85
Mean Annual Return0.590.16
R-squared (against Standard Index)13.9619.51
Standard Deviation39.8339.96
Sharpe Ratio0.170.05
Treynor Ratio-1.51-7.09
10 Years
StatisticOCMGXCategory
Alpha (against Standard Index)8.806.88
Beta (against Standard Index)0.810.98
Mean Annual Return1.431.34
R-squared (against Standard Index)13.8719.90
Standard Deviation35.1535.64
Sharpe Ratio0.440.41
Treynor Ratio12.118.82