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Oppenheimer AMT-Free Municipals C (OMFCX)
On
Dec 22
:
6.33
0.01
(0.16%)
MORE ON OMFCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
7.88%
Worst 1 Yr Total Return
(2008)
:
-42.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OMFCX
Category
Alpha (against Standard Index)
-15.60
-6.75
Beta (against Standard Index)
2.23
1.39
Mean Annual Return
-10.30
-0.14
R-squared (against Standard Index)
47
49.50
Standard Deviation
19.84
12.23
Sharpe Ratio
-0.56
N/A
Treynor Ratio
-5.65
N/A
5 Years
Statistic
OMFCX
Category
Alpha (against Standard Index)
-8.54
-3.03
Beta (against Standard Index)
2.10
1.29
Mean Annual Return
-3.45
0.16
R-squared (against Standard Index)
44
48.63
Standard Deviation
15.55
9.36
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-3.08
N/A
10 Years
Statistic
OMFCX
Category
Alpha (against Standard Index)
-5.77
-1.97
Beta (against Standard Index)
1.64
1.03
Mean Annual Return
0.90
0.31
R-squared (against Standard Index)
44
48.10
Standard Deviation
11.53
7.16
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-1.24
N/A
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