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Oppenheimer AMT-Free NY Municipal A (OPNYX)
On
Nov 30
:
11.14
0.00
(0.00%)
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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
(2006)
:
8.76%
Worst 1 Yr Total Return
(2008)
:
-29.02%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OPNYX
Category
Alpha (against Standard Index)
-5.72
-1.83
Beta (against Standard Index)
2.11
1.17
Mean Annual Return
-0.63
0.23
R-squared (against Standard Index)
64
89.06
Standard Deviation
16.10
7.68
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-1.44
N/A
5 Years
Statistic
OPNYX
Category
Alpha (against Standard Index)
-1.71
-1.09
Beta (against Standard Index)
2.00
1.16
Mean Annual Return
2.94
0.28
R-squared (against Standard Index)
62
88.66
Standard Deviation
12.63
6.20
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.04
N/A
10 Years
Statistic
OPNYX
Category
Alpha (against Standard Index)
-2.17
-1.06
Beta (against Standard Index)
1.60
1.11
Mean Annual Return
4.70
0.41
R-squared (against Standard Index)
60
88.50
Standard Deviation
9.62
5.62
Sharpe Ratio
0.22
N/A
Treynor Ratio
1.08
N/A
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