Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ORENX (Oppenheimer Real Estate N) | NA | -13.64% | -2.86% | 0.26% | 7.01% | 6.02% | NA | 7.62% |
Data as of 04/17/2020, AR inception is 10/13/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ORENX (Oppenheimer Real Estate N) | 10/13/2003 | 04/17/2020 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.82 | -13.64 | -2.86 | 0.26 | 7.01 | 6.02 | NA | 7.62 | -22.16 | 25.62 | -6.21 | 3.81 | 5.79 | 2.14 | 31.11 | 2.54 | 15.38 | 7.79 | 26.88 | 29.67 | -39.42 | -15.01 | 35.14 | 13.88 | 35.99 | 6.20 |
| Sharpe Ratio | NA | -0.42 | -0.17 | -0.02 | 0.32 | NA | NA | 0.21 | -0.95 | 1.94 | -0.46 | 0.31 | 0.33 | 0.12 | 2.68 | 0.16 | 1.08 | 0.26 | 0.96 | 0.44 | -0.55 | -0.70 | 2.19 | 0.79 | 2.08 | 3.18 |
| Standard Deviation(%) | NA | 34.82 | 23.01 | 20.63 | 20.79 | NA | NA | 30.85 | 61.34 | 12.47 | 16.30 | 10.23 | 16.88 | 17.73 | 11.61 | 15.68 | 14.26 | 29.77 | 27.85 | 67.03 | 72.97 | 26.04 | 14.58 | 14.88 | 16.85 | 9.77 |
| Draw Down(%) | NA | 43.34 | 43.34 | 43.34 | 43.34 | NA | NA | 73.86 | 43.34 | 5.72 | 13.34 | 6.33 | 15.24 | 17.09 | 7.33 | 18.14 | 9.58 | 23.54 | 17.43 | 41.92 | 62.99 | 28.11 | 9.67 | 10.54 | 18.05 | 3.72 |
| Yield(%) | 0.00 | 4.53 | 4.32 | 6.28 | 7.07 | 6.36 | 6.40 | 8.00 | 0.00 | 5.80 | 3.95 | 4.75 | 12.24 | 8.67 | 7.13 | 1.27 | 1.78 | 0.59 | 1.10 | 1.87 | 1.24 | 4.97 | 7.38 | 5.14 | 3.83 | 2.29 |
Data as of 04/17/2020, AR inception is 10/13/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ORENX (Oppenheimer Real Estate N) |
-25.51%
Mar 2006 - Mar 2009 |
-8.36%
Mar 2004 - Mar 2009 |
3.35%
Jan 2007 - Jan 2017 |
5.89%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ORENX (Oppenheimer Real Estate N) |
42.02%
Mar 2009 - Mar 2012 |
27.90%
Feb 2009 - Feb 2014 |
17.32%
Mar 2009 - Mar 2019 |
9.19%
Apr 2004 - Apr 2019 |
Annualized Rolling Returns Comparison Chart