Ratings & Risk for Old Mutual Asset Allocation Growth Inst (OMGIX)

Morningstar Category: Large Blend
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average Above Average
    		514
    5-Year Above Average Above Average
    		442
    10-Year — — — 300
    Overall Above Average Above Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 22.26 -0.44 -0.34
    5-Year 18.46 0.28 0.02
    10-Year — — —
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 96.75 1.04 4.80
    3-Year 95.20 1.11 0.94
    5-Year 93.84 1.12 1.90
    10-Year — — —

    S&P 500 TR

    Trailing data as of 10/31/2009