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Tuesday, December 29, 2009, 9:14PM ET - U.S. Markets Closed. Dow Down 0.02% Nasdaq Down 0.12%
Oppenheimer Commodity Strat Total Ret Y (QRAYX)On Dec 29: 3.42   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2007):30.82%
Worst 1 Yr Total Return (2008):-54.24%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticQRAYXCategory
Alpha (against Standard Index)-12.91-5.66
Beta (against Standard Index)1.271.12
Mean Annual Return-15.29-0.27
R-squared (against Standard Index)8686.63
Standard Deviation33.6929.90
Sharpe Ratio-0.38N/A
Treynor Ratio-13.84N/A
5 Years
StatisticQRAYXCategory
Alpha (against Standard Index)-10.99-6.60
Beta (against Standard Index)1.311.20
Mean Annual Return-8.040.04
R-squared (against Standard Index)8688.16
Standard Deviation30.1127.38
Sharpe Ratio-0.22N/A
Treynor Ratio-8.45N/A
10 Years
StatisticQRAYXCategory
Alpha (against Standard Index)-8.22-8.91
Beta (against Standard Index)1.311.30
Mean Annual Return3.670.54
R-squared (against Standard Index)8685.93
Standard Deviation26.2026.18
Sharpe Ratio0.16N/A
Treynor Ratio0.57N/A

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