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O‘Shaughnessy Market Leaders Value I (OFVIX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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19.53+0.01 (+0.05%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating★★★★
Number of years up5
Number of years down2
Best 1-yr total return (4 Jul 2024)30.46%
Worst 1-yr total return (4 Jul 2024)N/A

Risk statistics

3 years
OFVIXCategory average
5 years
OFVIXCategory average
10 years
OFVIXCategory average
Alpha
-0.68-0.01
-2.96-0.03
N/A-0.03
BETA
0.930.01
1.030.01
N/A0.01
Mean annual return
0.830.01
1.090.01
N/A0.01
R-squared
76.730.78
79.40.83
N/A0.84
Standard deviation
18.920.17
20.830.19
N/A0.16
Sharpe ratio
0.350
0.520
N/A0.01
Treynor ratio
5.450.04
8.960.07
N/A0.08