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Oppenheimer Capital Income N (OCINX)
On
Dec 2
:
7.85
0.01
(0.13%)
MORE ON OCINX
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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
(2006)
:
14.64%
Worst 1 Yr Total Return
(2008)
:
-37.22%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OCINX
Category
Alpha (against Standard Index)
-10.30
-0.86
Beta (against Standard Index)
1.16
0.74
Mean Annual Return
-10.10
0.06
R-squared (against Standard Index)
80
86.33
Standard Deviation
17.02
10.51
Sharpe Ratio
-0.68
N/A
Treynor Ratio
-10.83
N/A
5 Years
Statistic
OCINX
Category
Alpha (against Standard Index)
-7.09
-1.44
Beta (against Standard Index)
1.13
0.71
Mean Annual Return
-2.62
0.26
R-squared (against Standard Index)
78
84.96
Standard Deviation
13.80
8.32
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-4.99
N/A
10 Years
Statistic
OCINX
Category
Alpha (against Standard Index)
-3.35
-1.02
Beta (against Standard Index)
1.14
0.71
Mean Annual Return
1.18
0.29
R-squared (against Standard Index)
70
78.75
Standard Deviation
13.55
8.01
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-1.57
N/A
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