Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QRABX (Oppenheimer Commodity Strat Total Ret B) | NA | -13.05% | -16.11% | -13.43% | -11.78% | -3.87% | NA | … | … |
Data as of 07/18/2016, Common starting date is 10/16/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QRABX (Oppenheimer Commodity Strat Total Ret B) | 10/16/1997 | 07/18/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -13.05 | -16.11 | -13.43 | -11.78 | -3.87 | NA | … | … | -5.59 | -28.12 | -23.02 | -9.91 | -2.71 | -8.54 | 6.76 | 8.97 | -57.78 | 14.93 | -16.28 | 14.12 | -13.50 | 17.88 | 24.06 | -35.98 | 36.68 | 32.46 | -47.84 | -16.11 |
| Sharpe Ratio | NA | -1.12 | -1.20 | -0.96 | -0.64 | NA | NA | … | … | -0.42 | -1.69 | -2.03 | -1.00 | -0.16 | -0.36 | 0.32 | 0.27 | -1.37 | 0.53 | -0.91 | 0.47 | -0.34 | 0.71 | 1.13 | -1.58 | 1.43 | 1.62 | -2.30 | -4.43 |
| Standard Deviation(%) | NA | 22.88 | 16.70 | 17.46 | 24.68 | NA | NA | … | … | 24.24 | 16.71 | 11.37 | 9.92 | 17.18 | 23.60 | 20.66 | 33.28 | 42.75 | 22.77 | 21.61 | 25.64 | 41.90 | 24.09 | 20.24 | 24.53 | 22.85 | 18.06 | 22.23 | 13.73 |
| Draw Down(%) | NA | 28.43 | 53.80 | 62.27 | 86.44 | NA | NA | … | … | 12.64 | 30.36 | 29.11 | 16.32 | 22.25 | 25.18 | 18.93 | 27.54 | 73.17 | 11.28 | 24.14 | 23.45 | 41.53 | 20.69 | 11.92 | 38.52 | 15.43 | 10.02 | 49.38 | 17.91 |
| Yield(%) | 0.00 | 11.19 | 2.53 | 2.13 | 2.14 | 5.41 | 2.90 | … | … | 14.15 | 0.00 | 0.00 | 0.00 | 0.00 | 4.92 | 0.72 | 0.00 | 2.70 | 14.68 | 2.54 | 12.04 | 30.99 | 3.55 | 1.84 | 5.08 | 6.39 | 0.00 | 0.00 | 0.00 |
Data as of 07/18/2016, Common starting date is 10/16/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QRABX (Oppenheimer Commodity Strat Total Ret B) |
-27.59%
Jun 2008 – Jun 2011 |
-20.77%
Jun 2008 – Jun 2013 |
-12.77%
Jan 2006 – Jan 2016 |
-5.51%
Nov 2000 – Nov 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QRABX (Oppenheimer Commodity Strat Total Ret B) |
29.58%
Aug 2002 – Aug 2005 |
21.18%
Jun 2003 – Jun 2008 |
11.60%
Jun 1998 – Jun 2008 |
3.26%
Feb 1999 – Feb 2014 |
Annualized Rolling Returns Comparison Chart