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Oppenheimer AMT-Free Municipals A (OPTAX)
On
Dec 22
:
6.36
0.01
(0.16%)
MORE ON OPTAX
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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
(2004)
:
8.69%
Worst 1 Yr Total Return
(2008)
:
-41.59%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OPTAX
Category
Alpha (against Standard Index)
-14.81
-6.75
Beta (against Standard Index)
2.21
1.39
Mean Annual Return
-9.60
-0.14
R-squared (against Standard Index)
47
49.50
Standard Deviation
19.72
12.23
Sharpe Ratio
-0.52
N/A
Treynor Ratio
-5.38
N/A
5 Years
Statistic
OPTAX
Category
Alpha (against Standard Index)
-7.74
-3.03
Beta (against Standard Index)
2.08
1.29
Mean Annual Return
-2.69
0.16
R-squared (against Standard Index)
44
48.63
Standard Deviation
15.46
9.36
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-2.73
N/A
10 Years
Statistic
OPTAX
Category
Alpha (against Standard Index)
-4.97
-1.97
Beta (against Standard Index)
1.63
1.03
Mean Annual Return
1.69
0.31
R-squared (against Standard Index)
44
48.10
Standard Deviation
11.47
7.16
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-0.76
N/A
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