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Oppenheimer Core Bond B (OIGBX)
On
Nov 30
:
6.18
0.00
(0.00%)
MORE ON OIGBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
4.21%
Worst 1 Yr Total Return
(2008)
:
-36.24%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OIGBX
Category
Alpha (against Standard Index)
-15.44
-1.72
Beta (against Standard Index)
0.71
1.02
Mean Annual Return
-11.04
0.39
R-squared (against Standard Index)
3
59.27
Standard Deviation
15.96
5.93
Sharpe Ratio
-0.80
N/A
Treynor Ratio
-18.84
N/A
5 Years
Statistic
OIGBX
Category
Alpha (against Standard Index)
-9.42
-1.05
Beta (against Standard Index)
0.65
0.98
Mean Annual Return
-5.80
0.33
R-squared (against Standard Index)
4
61.87
Standard Deviation
12.54
4.88
Sharpe Ratio
-0.65
N/A
Treynor Ratio
-13.50
N/A
10 Years
Statistic
OIGBX
Category
Alpha (against Standard Index)
-5.46
-0.65
Beta (against Standard Index)
0.88
0.96
Mean Annual Return
-0.14
0.45
R-squared (against Standard Index)
12
71.12
Standard Deviation
9.45
4.47
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-3.56
N/A
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