Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Saturday, December 26, 2009, 3:42PM ET - U.S. Markets Closed.
Dow
0.51%
Nasdaq
0.71%
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 Commodity Strat Total Ret C (QRACX)
On
Dec 24
:
3.31
0.03
(0.91%)
MORE ON QRACX
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 30-Nov-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)
:
29.03%
Worst 1 Yr Total Return
(2008)
:
-54.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
QRACX
Category
Alpha (against Standard Index)
-14.20
-5.66
Beta (against Standard Index)
1.27
1.12
Mean Annual Return
-16.38
-0.27
R-squared (against Standard Index)
86
86.63
Standard Deviation
33.62
29.90
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-14.75
N/A
5 Years
Statistic
QRACX
Category
Alpha (against Standard Index)
-12.24
-6.60
Beta (against Standard Index)
1.30
1.20
Mean Annual Return
-9.21
0.04
R-squared (against Standard Index)
86
88.16
Standard Deviation
30.06
27.38
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-9.36
N/A
10 Years
Statistic
QRACX
Category
Alpha (against Standard Index)
-9.46
-8.91
Beta (against Standard Index)
1.30
1.30
Mean Annual Return
2.36
0.54
R-squared (against Standard Index)
85
85.93
Standard Deviation
26.16
26.18
Sharpe Ratio
0.12
N/A
Treynor Ratio
-0.43
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center