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QRAYX: Oppenheimer Commodity Strat Total Ret Y (MUTUAL FUND)
Basic Info
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (19%) |
Start Date: | 11/29/2000 |
Last Dividend Date: | 06/15/2016 |
12-Mo. Yield | 11.04% |
Expenses | 0.85% |
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Performance Analytics (As of 07/31/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 11/29/2000 |
2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 0.0 | -3.9 | -6.6 | -9.1 | -10.2 | -4.7 | -27.4 | -22.3 | -8.8 | -1.5 | -8.7 | 7.0 | 10.3 | -58.8 | 15.3 | -16.3 | 14.6 | -12.4 | 18.7 | 24.2 | -36.0 | -5.3 |
Sharpe Ratio | NA | -1.11 | -1.16 | -0.92 | -0.63 | NA | -0.42 | -0.37 | -1.62 | -1.99 | -0.91 | -0.09 | -0.36 | 0.33 | 0.31 | -1.38 | 0.53 | -0.91 | 0.49 | -0.32 | 0.75 | 1.14 | -1.57 | -1.4 |
Draw Down(%) | NA | 27.6 | 52.7 | 60.6 | 86.0 | NA | 86.4 | 12.0 | 29.9 | 28.7 | 15.7 | 21.8 | 24.6 | 18.7 | 27.3 | 74.0 | 12.2 | 24.3 | 23.2 | 41.5 | 20.5 | 11.8 | 38.6 | 10.0 |
Standard Deviation(%) | NA | 22.0 | 16.3 | 17.2 | 24.7 | NA | 26.4 | 23.3 | 16.9 | 11.2 | 9.7 | 17.0 | 24.0 | 20.9 | 33.1 | 43.0 | 23.3 | 21.8 | 25.6 | 41.9 | 24.0 | 20.2 | 24.7 | 37.1 |
Treynor Ratio | NA | -0.31 | -0.24 | -0.18 | -0.15 | NA | -0.11 | -0.12 | -0.32 | -0.27 | -0.12 | -0.01 | -0.08 | 0.07 | 0.09 | -0.56 | 0.12 | -0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Alpha | NA | -0.09 | -0.04 | -0.03 | -0.07 | NA | -0.04 | -0.09 | -0.02 | 0.01 | -0.01 | -0.02 | -0.02 | -0.02 | -0.02 | -0.18 | -0.05 | -0.08 | NA | NA | NA | NA | NA | NA |
Beta | NA | 0.78 | 0.79 | 0.88 | 1.01 | NA | 1.01 | 0.7 | 0.84 | 0.84 | 0.76 | 1.07 | 1.04 | 1.0 | 1.09 | 1.07 | 0.99 | 0.97 | NA | NA | NA | NA | NA | NA |
RSquared | NA | 0.5 | 0.57 | 0.65 | 0.72 | NA | 0.44 | 0.38 | 0.79 | 0.74 | 0.68 | 0.88 | 0.82 | 0.88 | 0.81 | 0.77 | 0.58 | 0.67 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 11.0 | 2.6 | 2.4 | 2.6 | 6.2 | N/A | 13.7 | 0.0 | 0.0 | 0.0 | 0.0 | 6.0 | 2.3 | 0.0 | 4.1 | 16.2 | 4.0 | 13.1 | 31.7 | 4.2 | 3.3 | 6.0 | 2.3 |
Dividend Growth(%) | N/A | N/A | -20.5 | -73.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | 175.0 | N/A | -100.0 | -68.6 | 218.8 | -63.2 | -64.9 | 785.7 | 55.6 | -62.5 | 140.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/29/2000
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