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Oppenheimer Commodity Strat Total Ret B (QRABX)
On
Dec 4
:
3.32
0.03
(0.90%)
MORE ON QRABX
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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)
:
28.99%
Worst 1 Yr Total Return
(2008)
:
-54.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
QRABX
Category
Alpha (against Standard Index)
-5.93
9.84
Beta (against Standard Index)
0.91
1.13
Mean Annual Return
-15.37
0.30
R-squared (against Standard Index)
27
49.03
Standard Deviation
33.78
31.65
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-19.61
N/A
5 Years
Statistic
QRABX
Category
Alpha (against Standard Index)
-8.14
10.78
Beta (against Standard Index)
0.77
1.16
Mean Annual Return
-10.42
1.02
R-squared (against Standard Index)
16
43.88
Standard Deviation
30.08
28.35
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-17.39
N/A
10 Years
Statistic
QRABX
Category
Alpha (against Standard Index)
4.18
13.33
Beta (against Standard Index)
0.38
0.90
Mean Annual Return
2.62
1.16
R-squared (against Standard Index)
5
35.23
Standard Deviation
26.17
25.46
Sharpe Ratio
0.12
N/A
Treynor Ratio
-0.92
N/A
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