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Oppenheimer Discovery B (ODIBX)
On
Dec 24
:
38.55
0.15
(0.39%)
MORE ON ODIBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
24.85%
Worst 1 Yr Total Return
(2008)
:
-39.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ODIBX
Category
Alpha (against Standard Index)
1.88
0.16
Beta (against Standard Index)
0.99
1.12
Mean Annual Return
-4.38
-0.38
R-squared (against Standard Index)
79
84.86
Standard Deviation
22.00
24.29
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-6.75
N/A
5 Years
Statistic
ODIBX
Category
Alpha (against Standard Index)
-0.73
-0.01
Beta (against Standard Index)
1.04
1.17
Mean Annual Return
-0.72
0.16
R-squared (against Standard Index)
73
80.32
Standard Deviation
19.61
20.99
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.55
N/A
10 Years
Statistic
ODIBX
Category
Alpha (against Standard Index)
2.71
4.06
Beta (against Standard Index)
1.10
1.16
Mean Annual Return
-0.33
0.37
R-squared (against Standard Index)
43
57.27
Standard Deviation
27.22
25.21
Sharpe Ratio
0.01
N/A
Treynor Ratio
-2.97
N/A
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