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Oppenheimer Discovery Y (ODIYX)
On
Dec 3
:
43.68
0.52
(1.18%)
MORE ON ODIYX
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Research Reports
Risk
As of 31-Oct-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)
:
26.08%
Worst 1 Yr Total Return
(2008)
:
-38.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ODIYX
Category
Alpha (against Standard Index)
3.86
1.71
Beta (against Standard Index)
1.00
1.15
Mean Annual Return
-3.82
-0.40
R-squared (against Standard Index)
79
85.55
Standard Deviation
21.90
24.28
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-6.27
N/A
5 Years
Statistic
ODIYX
Category
Alpha (against Standard Index)
0.96
1.12
Beta (against Standard Index)
1.06
1.19
Mean Annual Return
0.53
0.21
R-squared (against Standard Index)
73
81.02
Standard Deviation
19.67
21.15
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-2.36
N/A
10 Years
Statistic
ODIYX
Category
Alpha (against Standard Index)
5.50
5.25
Beta (against Standard Index)
1.12
1.18
Mean Annual Return
1.87
0.43
R-squared (against Standard Index)
42
56.73
Standard Deviation
27.72
25.52
Sharpe Ratio
0.10
N/A
Treynor Ratio
-0.99
N/A
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