Relative Risk vs. Return Landscape
If you would invest 2,229
in Oakmark International II on April 18, 2013
and sell it today you would earn a total of 229.00
from holding Oakmark International II or generate 10.27%
return on investment over 30
days. Oakmark International II is currently producing 0.47% returns and takes up 0.56% volatility of returns over 30 trading days. Put another way, 7% of traded equities are less volatile than the company and 73% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
Daily Expected Return (%)
Assuming 30 trading days horizon, Oakmark International II is expected to generate 1.02 times more return on investment than the market. However, the company is 1.02 times more volatile than its market benchmark. It trades about 0.84 of its potential returns per unit of risk. The S&P 500 is currently generating roughly 0.65 per unit of risk.
Oakmark Price to Book
Based on latest financial disclosure the price to book indicator of Oakmark International II is roughly 1.23 times. This is 12.77% lower than that of Oakmark family, and about the same as Foreign Large Blend
(which currently averages 1.23) category, The Price to Book for all funds is 17.14% lower than the firm.
Price to Book ratio is mostly used in financial services industries where assets and liabilities are typically represented by dollars. Although low Price to Book ratio generally implies that the firm is undervalued, it is often a good indicator that the company may be in financial or managerial distress and should be investigated more carefully.
Oakmark Year to Date Return
Oakmark International II has Year to Date Return of 5.84%. This is 5.61% higher than that of Oakmark family, and about the same as Foreign Large Blend
(which currently averages 5.86) category, The Year to Date Return for all funds is 90.85% lower than the firm.
Year-To-Date typically refers to a period starting from the beginning of the current year, and continuing up to the present day. Investors should becareful when comparing YTD ratios if not much of the year has occurred as research shows that YTD measures are more sensitive to early periods than late.
Oakmark Price to Earning vs Price to Book
Oakmark International II is number one fund in price to earning among similar funds. It is rated below average
in price to book among similar funds fabricating about 0.09
of Price to Book per Price to Earning. The ratio of Price to Earning to Price to Book for Oakmark International II is roughly 10.75