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Oppenheimer Commodity Strat Total Ret Y (QRAYX)
On
Dec 29
:
3.42
0.00
(0.00%)
MORE ON QRAYX
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Risk
As of 30-Nov-09
Get
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
Statistic
QRAYX
Category
Alpha (against Standard Index)
-12.91
-5.66
Beta (against Standard Index)
1.27
1.12
Mean Annual Return
-15.29
-0.27
R-squared (against Standard Index)
86
86.63
Standard Deviation
33.69
29.90
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-13.84
N/A
5 Years
Statistic
QRAYX
Category
Alpha (against Standard Index)
-10.99
-6.60
Beta (against Standard Index)
1.31
1.20
Mean Annual Return
-8.04
0.04
R-squared (against Standard Index)
86
88.16
Standard Deviation
30.11
27.38
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-8.45
N/A
10 Years
Statistic
QRAYX
Category
Alpha (against Standard Index)
-8.22
-8.91
Beta (against Standard Index)
1.31
1.30
Mean Annual Return
3.67
0.54
R-squared (against Standard Index)
86
85.93
Standard Deviation
26.20
26.18
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.57
N/A
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