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Oppenheimer CA Municipal C (OCACX)
On
Nov 30
:
7.73
0.00
(0.00%)
MORE ON OCACX
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Risk
As of 31-Oct-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)
:
10.03%
Worst 1 Yr Total Return
(2008)
:
-41.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OCACX
Category
Alpha (against Standard Index)
-12.58
-2.83
Beta (against Standard Index)
2.33
1.27
Mean Annual Return
-7.47
0.16
R-squared (against Standard Index)
52
86.16
Standard Deviation
19.63
8.45
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-4.25
N/A
5 Years
Statistic
OCACX
Category
Alpha (against Standard Index)
-5.56
-1.51
Beta (against Standard Index)
2.16
1.22
Mean Annual Return
-1.14
0.25
R-squared (against Standard Index)
49
86.64
Standard Deviation
15.38
6.60
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-1.93
N/A
10 Years
Statistic
OCACX
Category
Alpha (against Standard Index)
-4.50
-1.44
Beta (against Standard Index)
1.78
1.19
Mean Annual Return
2.55
0.39
R-squared (against Standard Index)
50
87.45
Standard Deviation
11.73
6.01
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.24
N/A
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