Oakmark Global Related Correlations
OAKWX Fund | USD 21.30 0.14 0.66% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Oakmark Mutual Fund performing well and Oakmark Global Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Oakmark Global's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
OAYIX | 0.54 | (0.03) | (0.07) | 0.03 | 0.61 | 1.05 | 3.00 | |||
OAYMX | 0.55 | 0.04 | 0.05 | 0.11 | 0.61 | 1.19 | 3.25 | |||
OAYLX | 0.67 | 0.00 | 0.02 | 0.07 | 0.80 | 1.43 | 3.96 | |||
OAZEX | 0.59 | (0.03) | (0.06) | 0.04 | 0.69 | 1.16 | 3.14 | |||
OAZCX | 0.26 | (0.04) | 0.00 | (0.09) | 0.00 | 0.46 | 1.48 | |||
OAZIX | 0.54 | (0.03) | (0.07) | 0.03 | 0.61 | 1.05 | 3.04 | |||
OAYEX | 0.59 | (0.03) | (0.06) | 0.04 | 0.70 | 1.20 | 3.13 | |||
OAKBX | 0.40 | (0.01) | (0.04) | 0.07 | 0.52 | 0.84 | 2.50 |