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Oppenheimer Commodity Strat Total Ret A (QRAAX)
On
Nov 30
:
3.39
0.04
(1.19%)
MORE ON QRAAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
30.23%
Worst 1 Yr Total Return
(2008)
:
-54.57%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
QRAAX
Category
Alpha (against Standard Index)
-5.08
9.84
Beta (against Standard Index)
0.91
1.13
Mean Annual Return
-14.65
0.30
R-squared (against Standard Index)
27
49.03
Standard Deviation
33.89
31.65
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-18.86
N/A
5 Years
Statistic
QRAAX
Category
Alpha (against Standard Index)
-7.28
10.78
Beta (against Standard Index)
0.77
1.16
Mean Annual Return
-9.65
1.02
R-squared (against Standard Index)
16
43.88
Standard Deviation
30.16
28.35
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-16.44
N/A
10 Years
Statistic
QRAAX
Category
Alpha (against Standard Index)
5.04
13.33
Beta (against Standard Index)
0.38
0.90
Mean Annual Return
3.49
1.16
R-squared (against Standard Index)
5
35.23
Standard Deviation
26.22
25.46
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.37
N/A
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