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Oppenheimer Core Bond N (OPBNX)
On
Dec 22
:
6.13
0.01
(0.16%)
MORE ON OPBNX
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Risk
As of 30-Nov-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)
:
4.71%
Worst 1 Yr Total Return
(2008)
:
-35.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OPBNX
Category
Alpha (against Standard Index)
-15.06
-1.73
Beta (against Standard Index)
0.73
1.02
Mean Annual Return
-10.65
0.39
R-squared (against Standard Index)
4
59.65
Standard Deviation
15.96
5.93
Sharpe Ratio
-0.76
N/A
Treynor Ratio
-17.70
N/A
5 Years
Statistic
OPBNX
Category
Alpha (against Standard Index)
-8.93
-1.13
Beta (against Standard Index)
0.68
0.98
Mean Annual Return
-5.02
0.35
R-squared (against Standard Index)
4
61.85
Standard Deviation
12.56
4.90
Sharpe Ratio
-0.58
N/A
Treynor Ratio
-11.79
N/A
10 Years
Statistic
OPBNX
Category
Alpha (against Standard Index)
-5.05
-0.67
Beta (against Standard Index)
0.88
0.96
Mean Annual Return
0.41
0.46
R-squared (against Standard Index)
12
70.95
Standard Deviation
9.46
4.48
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-2.85
N/A
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