Ratings & Risk for Old Mutual China Z (OMNZX)

Morningstar Category: Pacific/Asia ex-Japan Stk
Number of funds in Category: —
  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average Below Average
    34
    5-Year 26
    10-Year 24
    Overall Above Average Below 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 32.69 1.50 0.48
    5-Year
    10-Year
    15-Year
    20-Year
    Trailing data as of 10/31/2009
  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 57.57 0.74 35.01
    3-Year 66.76 1.11 20.96
    5-Year
    10-Year

    MSCI EAFE NR USD

    Trailing data as of 10/31/2009