Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
OLTYX (Oppenheimer Ltd Trm Govt Y) | NA | 4.85% | 2.78% | 1.96% | 2.07% | 2.46% | 3.07% | 3.22% |
Data as of 05/15/2020, AR inception is 01/29/1998
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
OLTYX (Oppenheimer Ltd Trm Govt Y) | 01/29/1998 | 05/15/2020 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -0.22 | 4.85 | 2.78 | 1.96 | 2.07 | 2.46 | 3.07 | 3.22 | 2.77 | 3.53 | 1.47 | 1.09 | 1.03 | 0.81 | 0.93 | 1.62 | 2.96 | 1.85 | 5.35 | 8.63 | -5.95 | 5.51 | 4.62 | 1.77 | 1.94 | 1.72 | 6.34 | 7.17 | 7.68 | 2.61 | 6.43 |
Sharpe Ratio | NA | 1.38 | 0.76 | 0.59 | 0.90 | NA | NA | 0.76 | 2.18 | 0.95 | 0.08 | 0.25 | 0.45 | 0.43 | 0.56 | 0.94 | 1.96 | 1.21 | 2.99 | 2.78 | -1.09 | 1.17 | 0.63 | -0.26 | 0.56 | 0.64 | 2.62 | 1.60 | 1.37 | -0.23 | 1.20 |
Standard Deviation(%) | NA | 2.80 | 2.16 | 2.04 | 1.84 | NA | NA | 2.49 | 3.25 | 2.24 | 1.74 | 1.84 | 1.80 | 1.83 | 1.65 | 1.70 | 1.50 | 1.51 | 1.76 | 3.07 | 6.28 | 2.13 | 2.11 | 1.55 | 1.78 | 1.60 | 2.00 | 3.09 | 2.66 | 2.65 | 3.07 |
Draw Down(%) | NA | 2.03 | 2.03 | 2.03 | 2.03 | NA | NA | 13.36 | 2.03 | 0.91 | 0.64 | 0.88 | 1.65 | 1.04 | 1.26 | 1.39 | 0.74 | 0.64 | 0.74 | 2.44 | 13.36 | 0.70 | 0.81 | 0.83 | 1.37 | 0.71 | 0.88 | 1.65 | 0.97 | 1.24 | 1.05 |
Yield(%) | 0.00 | 2.71 | 2.55 | 1.20 | 1.93 | 2.69 | 3.17 | 3.39 | 0.70 | 2.80 | 2.59 | 2.21 | 1.92 | 1.64 | 2.13 | 3.30 | 2.61 | 2.89 | 3.01 | 5.13 | 5.02 | 4.87 | 4.90 | 3.51 | 3.18 | 2.57 | 4.05 | 5.77 | 6.51 | 6.31 | 6.41 |
Data as of 05/15/2020, AR inception is 01/29/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
OLTYX (Oppenheimer Ltd Trm Govt Y) |
0.46%
Nov 2005 - Nov 2008 |
0.92%
Apr 2013 - Apr 2018 |
1.63%
Apr 2008 - Apr 2018 |
2.12%
Apr 2003 - Apr 2018 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
OLTYX (Oppenheimer Ltd Trm Govt Y) |
7.18%
Jan 2000 - Jan 2003 |
6.08%
Feb 1998 - Feb 2003 |
4.54%
Apr 1998 - Apr 2008 |
3.82%
Feb 1998 - Feb 2013 |
Annualized Rolling Returns Comparison Chart