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Oppenheimer Champion Income N (OCHNX)
On
Nov 27
:
1.81
0.00
(0.00%)
MORE ON OCHNX
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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
(2004)
:
8.88%
Worst 1 Yr Total Return
(2008)
:
-78.60%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OCHNX
Category
Alpha (against Standard Index)
-33.99
-3.12
Beta (against Standard Index)
-0.52
1.16
Mean Annual Return
-36.77
0.31
R-squared (against Standard Index)
0
10.86
Standard Deviation
40.28
15.35
Sharpe Ratio
-0.90
N/A
Treynor Ratio
75.03
N/A
5 Years
Statistic
OCHNX
Category
Alpha (against Standard Index)
-19.90
-0.09
Beta (against Standard Index)
-0.57
0.92
Mean Annual Return
-22.45
0.40
R-squared (against Standard Index)
0
8.80
Standard Deviation
31.59
12.20
Sharpe Ratio
-0.67
N/A
Treynor Ratio
44.64
N/A
10 Years
Statistic
OCHNX
Category
Alpha (against Standard Index)
-8.91
0.55
Beta (against Standard Index)
-0.12
0.51
Mean Annual Return
-9.73
0.43
R-squared (against Standard Index)
0
3.74
Standard Deviation
23.27
10.75
Sharpe Ratio
-0.40
N/A
Treynor Ratio
102.50
N/A
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