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Oppenheimer Discovery A (OPOCX)
On
Dec 22
:
44.25
0.35
(0.80%)
MORE ON OPOCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
25.81%
Worst 1 Yr Total Return
(2008)
:
-38.59%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OPOCX
Category
Alpha (against Standard Index)
2.66
0.16
Beta (against Standard Index)
0.99
1.12
Mean Annual Return
-3.62
-0.38
R-squared (against Standard Index)
79
84.86
Standard Deviation
22.01
24.29
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-5.98
N/A
5 Years
Statistic
OPOCX
Category
Alpha (against Standard Index)
0.06
-0.01
Beta (against Standard Index)
1.04
1.17
Mean Annual Return
0.07
0.16
R-squared (against Standard Index)
73
80.32
Standard Deviation
19.62
20.99
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.80
N/A
10 Years
Statistic
OPOCX
Category
Alpha (against Standard Index)
3.50
4.06
Beta (against Standard Index)
1.10
1.16
Mean Annual Return
0.45
0.37
R-squared (against Standard Index)
43
57.27
Standard Deviation
27.24
25.21
Sharpe Ratio
0.04
N/A
Treynor Ratio
-2.25
N/A
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