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Oppenheimer CA Municipal B (OCABX)
On
Dec 22
:
7.82
0.01
(0.13%)
MORE ON OCABX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2005)
:
10.10%
Worst 1 Yr Total Return
(2008)
:
-41.87%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OCABX
Category
Alpha (against Standard Index)
-13.37
-3.17
Beta (against Standard Index)
2.32
1.26
Mean Annual Return
-8.04
0.14
R-squared (against Standard Index)
52
85.78
Standard Deviation
19.65
8.43
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-4.45
N/A
5 Years
Statistic
OCABX
Category
Alpha (against Standard Index)
-6.63
-1.78
Beta (against Standard Index)
2.18
1.22
Mean Annual Return
-1.43
0.26
R-squared (against Standard Index)
49
86.44
Standard Deviation
15.41
6.57
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-2.03
N/A
10 Years
Statistic
OCABX
Category
Alpha (against Standard Index)
-4.63
-1.52
Beta (against Standard Index)
1.77
1.18
Mean Annual Return
2.40
0.38
R-squared (against Standard Index)
50
87.22
Standard Deviation
11.75
6.01
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.30
N/A
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