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Oppenheimer Commodity Strat Total Ret N (QRANX)
On
Dec 7
:
3.27
0.03
(0.91%)
MORE ON QRANX
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Research Reports
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)
:
29.77%
Worst 1 Yr Total Return
(2008)
:
-54.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
QRANX
Category
Alpha (against Standard Index)
-5.40
9.84
Beta (against Standard Index)
0.91
1.13
Mean Annual Return
-14.92
0.30
R-squared (against Standard Index)
27
49.03
Standard Deviation
33.78
31.65
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-19.09
N/A
5 Years
Statistic
QRANX
Category
Alpha (against Standard Index)
-7.65
10.78
Beta (against Standard Index)
0.77
1.16
Mean Annual Return
-9.98
1.02
R-squared (against Standard Index)
16
43.88
Standard Deviation
30.09
28.35
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-16.80
N/A
10 Years
Statistic
QRANX
Category
Alpha (against Standard Index)
4.79
13.33
Beta (against Standard Index)
0.38
0.90
Mean Annual Return
3.23
1.16
R-squared (against Standard Index)
6
35.23
Standard Deviation
26.19
25.46
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.66
N/A
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