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Oppenheimer Discovery N (ODINX)
On
Dec 4
:
41.10
0.61
(1.51%)
MORE ON ODINX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
25.36%
Worst 1 Yr Total Return
(2008)
:
-38.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ODINX
Category
Alpha (against Standard Index)
3.31
1.71
Beta (against Standard Index)
1.00
1.15
Mean Annual Return
-4.35
-0.40
R-squared (against Standard Index)
79
85.55
Standard Deviation
21.90
24.28
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-6.80
N/A
5 Years
Statistic
ODINX
Category
Alpha (against Standard Index)
0.41
1.12
Beta (against Standard Index)
1.06
1.19
Mean Annual Return
-0.02
0.21
R-squared (against Standard Index)
73
81.02
Standard Deviation
19.66
21.15
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.88
N/A
10 Years
Statistic
ODINX
Category
Alpha (against Standard Index)
4.94
5.25
Beta (against Standard Index)
1.12
1.18
Mean Annual Return
1.31
0.43
R-squared (against Standard Index)
42
56.73
Standard Deviation
27.71
25.52
Sharpe Ratio
0.08
N/A
Treynor Ratio
-1.49
N/A
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