Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QRACX (Oppenheimer Commodity Strat Total Ret C) | NA | -12.73% | -15.95% | -13.34% | -11.72% | -3.81% | NA | … | … |
Data as of 07/18/2016, Common starting date is 10/17/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QRACX (Oppenheimer Commodity Strat Total Ret C) | 10/17/1997 | 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 | -12.73 | -15.95 | -13.34 | -11.72 | -3.81 | NA | … | … | -5.66 | -28.05 | -22.73 | -10.06 | -2.45 | -8.94 | 6.87 | 8.77 | -58.04 | 14.69 | -16.23 | 14.03 | -13.55 | 17.96 | 23.96 | -35.99 | 36.63 | 32.31 | -47.90 | -15.40 |
| Sharpe Ratio | NA | -1.11 | -1.19 | -0.96 | -0.65 | NA | NA | … | … | -0.43 | -1.65 | -2.00 | -0.99 | -0.15 | -0.38 | 0.32 | 0.26 | -1.38 | 0.51 | -0.91 | 0.46 | -0.34 | 0.72 | 1.13 | -1.58 | 1.41 | 1.62 | -2.30 | -4.35 |
| Standard Deviation(%) | NA | 22.61 | 16.70 | 17.44 | 24.65 | NA | NA | … | … | 23.97 | 17.04 | 11.36 | 10.24 | 17.07 | 23.61 | 20.96 | 33.07 | 42.61 | 22.98 | 21.53 | 25.54 | 42.11 | 24.03 | 20.22 | 24.62 | 23.11 | 18.00 | 22.32 | 13.74 |
| Draw Down(%) | NA | 28.00 | 53.70 | 62.20 | 86.53 | NA | NA | … | … | 12.28 | 30.77 | 28.94 | 16.27 | 22.35 | 25.06 | 19.14 | 27.58 | 73.25 | 11.58 | 24.04 | 23.47 | 41.64 | 20.64 | 11.98 | 38.54 | 15.47 | 10.05 | 49.49 | 17.93 |
| Yield(%) | 0.00 | 11.36 | 2.58 | 2.20 | 2.21 | 5.49 | 2.96 | … | … | 14.33 | 0.00 | 0.00 | 0.00 | 0.00 | 5.21 | 0.87 | 0.00 | 2.90 | 15.01 | 2.64 | 12.19 | 31.16 | 3.57 | 1.86 | 5.10 | 6.35 | 0.00 | 0.00 | 0.00 |
Data as of 07/18/2016, Common starting date is 10/17/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QRACX (Oppenheimer Commodity Strat Total Ret C) |
-27.59%
Jun 2008 – Jun 2011 |
-20.73%
Jun 2008 – Jun 2013 |
-12.72%
Jan 2006 – Jan 2016 |
-5.46%
Dec 2000 – Dec 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QRACX (Oppenheimer Commodity Strat Total Ret C) |
29.64%
Aug 2002 – Aug 2005 |
21.27%
Jun 2003 – Jun 2008 |
11.60%
Jun 1998 – Jun 2008 |
3.30%
Feb 1999 – Feb 2014 |
Annualized Rolling Returns Comparison Chart