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Oppenheimer Global A (OPPAX)
On
Dec 1
:
53.30
1.01
(1.93%)
MORE ON OPPAX
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Research Reports
Risk
As of 31-Oct-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
(2004)
:
18.67%
Worst 1 Yr Total Return
(2008)
:
-41.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OPPAX
Category
Alpha (against Standard Index)
-0.18
-0.56
Beta (against Standard Index)
0.94
0.91
Mean Annual Return
-4.95
-0.21
R-squared (against Standard Index)
93
90.41
Standard Deviation
23.29
22.89
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-7.82
N/A
5 Years
Statistic
OPPAX
Category
Alpha (against Standard Index)
-0.77
-1.40
Beta (against Standard Index)
0.94
0.90
Mean Annual Return
4.14
0.44
R-squared (against Standard Index)
91
89.02
Standard Deviation
19.43
19.07
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.19
N/A
10 Years
Statistic
OPPAX
Category
Alpha (against Standard Index)
3.75
0.66
Beta (against Standard Index)
1.00
0.93
Mean Annual Return
5.58
0.36
R-squared (against Standard Index)
82
79.68
Standard Deviation
19.91
19.07
Sharpe Ratio
0.23
N/A
Treynor Ratio
2.60
N/A
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