Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ORRYX (Oppenheimer Rochstr Intrdt Trm MnclClY) | NA | 0.65% | 3.07% | 3.26% | NA | NA | NA | … | … |
Data as of 05/15/2020, Common starting date is 12/07/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ORRYX (Oppenheimer Rochstr Intrdt Trm MnclClY) | 12/07/2010 | 05/15/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.39 | 0.65 | 3.07 | 3.26 | NA | NA | NA | … | … | -2.49 | 7.50 | 0.74 | 6.18 | 0.04 | 4.97 | 9.46 | -3.28 | 6.60 | 7.73 | -0.90 |
| Sharpe Ratio | NA | -0.05 | 0.45 | 0.66 | NA | NA | NA | … | … | -0.65 | 2.91 | -0.29 | 2.03 | -0.05 | 2.31 | 5.99 | -1.09 | 3.69 | 4.27 | -3.94 |
| Standard Deviation(%) | NA | 6.76 | 4.31 | 3.82 | NA | NA | NA | … | … | 10.75 | 2.09 | 2.04 | 2.74 | 3.30 | 2.14 | 1.58 | 3.05 | 1.79 | 1.80 | 3.21 |
| Draw Down(%) | NA | 10.28 | 10.28 | 10.28 | NA | NA | NA | … | … | 10.28 | 1.73 | 1.62 | 1.34 | 6.80 | 1.59 | 0.90 | 7.54 | 1.59 | 1.41 | 1.40 |
| Yield(%) | 0.62 | 3.36 | 2.85 | 1.02 | 1.99 | 1.33 | 0.99 | … | … | 1.47 | 2.84 | 2.51 | 2.38 | 2.15 | 2.41 | 3.45 | 3.06 | 3.28 | 3.14 | 0.00 |
Data as of 05/15/2020, Common starting date is 12/07/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ORRYX (Oppenheimer Rochstr Intrdt Trm MnclClY) |
2.14%
Jan 2016 – Jan 2019 |
2.80%
Apr 2013 – Apr 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ORRYX (Oppenheimer Rochstr Intrdt Trm MnclClY) |
7.32%
Aug 2013 – Aug 2016 |
5.40%
Jan 2011 – Jan 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart