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Oppenheimer Limited Term NY Municipal C (LTNCX)
On
Dec 2
:
3.24
0.01
(0.31%)
MORE ON LTNCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
4.52%
Worst 1 Yr Total Return
(2008)
:
-10.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LTNCX
Category
Alpha (against Standard Index)
-2.05
-0.66
Beta (against Standard Index)
0.92
0.82
Mean Annual Return
1.87
0.27
R-squared (against Standard Index)
70
87.93
Standard Deviation
6.61
5.25
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-0.59
N/A
5 Years
Statistic
LTNCX
Category
Alpha (against Standard Index)
-0.94
-0.95
Beta (against Standard Index)
0.88
0.82
Mean Annual Return
3.02
0.25
R-squared (against Standard Index)
69
87.83
Standard Deviation
5.23
4.31
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.01
N/A
10 Years
Statistic
LTNCX
Category
Alpha (against Standard Index)
-1.14
-0.77
Beta (against Standard Index)
0.77
0.87
Mean Annual Return
3.84
0.38
R-squared (against Standard Index)
70
87.54
Standard Deviation
4.26
4.34
Sharpe Ratio
0.22
N/A
Treynor Ratio
1.13
N/A
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