Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Tuesday, December 8, 2009, 5:38AM ET - U.S. Markets open in 3 hours and 52 minutes.
Dow
0.01%
Nasdaq
0.00%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Oppenheimer Capital Appreciation N (OTCNX)
On
Dec 7
:
37.78
0.02
(0.05%)
MORE ON OTCNX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
13.40%
Worst 1 Yr Total Return
(2008)
:
-46.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OTCNX
Category
Alpha (against Standard Index)
1.73
2.45
Beta (against Standard Index)
1.09
1.00
Mean Annual Return
-6.70
-0.24
R-squared (against Standard Index)
87
88.47
Standard Deviation
22.71
20.84
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-8.38
N/A
5 Years
Statistic
OTCNX
Category
Alpha (against Standard Index)
-0.93
0.94
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
-1.16
0.21
R-squared (against Standard Index)
87
86.37
Standard Deviation
18.46
17.46
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.88
N/A
10 Years
Statistic
OTCNX
Category
Alpha (against Standard Index)
0.97
0.18
Beta (against Standard Index)
1.09
1.04
Mean Annual Return
-0.77
0.04
R-squared (against Standard Index)
84
78.62
Standard Deviation
19.21
19.22
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-3.43
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center