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Oppenheimer CA Municipal A (OPCAX)
On
Nov 30
:
7.75
0.00
(0.00%)
MORE ON OPCAX
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Risk
As of 31-Oct-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
(2005)
:
10.97%
Worst 1 Yr Total Return
(2008)
:
-41.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OPCAX
Category
Alpha (against Standard Index)
-11.80
-2.83
Beta (against Standard Index)
2.32
1.27
Mean Annual Return
-6.73
0.16
R-squared (against Standard Index)
52
86.16
Standard Deviation
19.57
8.45
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-3.94
N/A
5 Years
Statistic
OPCAX
Category
Alpha (against Standard Index)
-4.79
-1.51
Beta (against Standard Index)
2.16
1.22
Mean Annual Return
-0.37
0.25
R-squared (against Standard Index)
49
86.64
Standard Deviation
15.34
6.60
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-1.57
N/A
10 Years
Statistic
OPCAX
Category
Alpha (against Standard Index)
-3.73
-1.44
Beta (against Standard Index)
1.77
1.19
Mean Annual Return
3.33
0.39
R-squared (against Standard Index)
50
87.45
Standard Deviation
11.69
6.01
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.21
N/A
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