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Oppenheimer Equity A (OEQAX)
On
Dec 22
:
7.94
0.04
(0.51%)
MORE ON OEQAX
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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)
:
10.73%
Worst 1 Yr Total Return
(2008)
:
-43.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OEQAX
Category
Alpha (against Standard Index)
1.15
2.20
Beta (against Standard Index)
1.07
0.99
Mean Annual Return
-5.58
-0.14
R-squared (against Standard Index)
93
88.76
Standard Deviation
22.08
21.04
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-7.33
N/A
5 Years
Statistic
OEQAX
Category
Alpha (against Standard Index)
0.45
0.80
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
0.74
0.24
R-squared (against Standard Index)
92
86.59
Standard Deviation
17.98
17.50
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.09
N/A
10 Years
Statistic
OEQAX
Category
Alpha (against Standard Index)
0.93
-0.13
Beta (against Standard Index)
0.94
1.04
Mean Annual Return
0.43
0.05
R-squared (against Standard Index)
86
78.99
Standard Deviation
16.47
19.17
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-2.65
N/A
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