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Oppenheimer Balanced B (OASBX)
On
Dec 3
:
8.78
0.07
(0.79%)
MORE ON OASBX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
9.34%
Worst 1 Yr Total Return
(2008)
:
-42.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OASBX
Category
Alpha (against Standard Index)
-10.86
-2.88
Beta (against Standard Index)
1.27
1.08
Mean Annual Return
-10.93
-0.13
R-squared (against Standard Index)
83
93.44
Standard Deviation
18.28
14.69
Sharpe Ratio
-0.67
N/A
Treynor Ratio
-10.56
N/A
5 Years
Statistic
OASBX
Category
Alpha (against Standard Index)
-8.51
-2.47
Beta (against Standard Index)
1.24
1.06
Mean Annual Return
-3.92
0.23
R-squared (against Standard Index)
82
92.52
Standard Deviation
14.67
11.89
Sharpe Ratio
-0.40
N/A
Treynor Ratio
-5.62
N/A
10 Years
Statistic
OASBX
Category
Alpha (against Standard Index)
-4.61
-2.17
Beta (against Standard Index)
1.20
1.05
Mean Annual Return
0.11
0.26
R-squared (against Standard Index)
84
86.72
Standard Deviation
13.04
11.31
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-2.39
N/A
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