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Oppenheimer Capital Income B (OPEBX)
On
Dec 24
:
7.85
0.00
(0.00%)
MORE ON OPEBX
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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
(2006)
:
14.18%
Worst 1 Yr Total Return
(2008)
:
-37.50%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OPEBX
Category
Alpha (against Standard Index)
-11.49
-0.95
Beta (against Standard Index)
1.14
0.74
Mean Annual Return
-10.60
0.09
R-squared (against Standard Index)
80
87.00
Standard Deviation
17.00
10.61
Sharpe Ratio
-0.70
N/A
Treynor Ratio
-11.27
N/A
5 Years
Statistic
OPEBX
Category
Alpha (against Standard Index)
-8.02
-1.38
Beta (against Standard Index)
1.12
0.71
Mean Annual Return
-3.38
0.27
R-squared (against Standard Index)
77
85.46
Standard Deviation
13.72
8.33
Sharpe Ratio
-0.40
N/A
Treynor Ratio
-5.70
N/A
10 Years
Statistic
OPEBX
Category
Alpha (against Standard Index)
-3.62
-0.99
Beta (against Standard Index)
1.14
0.72
Mean Annual Return
1.13
0.31
R-squared (against Standard Index)
70
80.09
Standard Deviation
13.53
8.09
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-1.58
N/A
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