Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QRANX (Oppenheimer Commodity Strat Total Ret N) | NA | -24.14% | -19.57% | -16.39% | -15.28% | -9.45% | NA | … | … |
Data as of 07/18/2016, Common starting date is 04/24/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QRANX (Oppenheimer Commodity Strat Total Ret N) | 04/24/2001 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -24.14 | -19.57 | -16.39 | -15.28 | -9.45 | NA | … | … | -5.52 | -27.88 | -22.60 | -9.32 | -2.13 | -8.86 | 6.80 | 9.74 | -58.55 | 15.02 | -16.43 | 14.35 | -13.11 | 18.42 | 23.96 | -28.95 |
| Sharpe Ratio | NA | -1.09 | -1.16 | -0.93 | -0.64 | NA | NA | … | … | -0.41 | -1.70 | -2.00 | -0.94 | -0.13 | -0.37 | 0.33 | 0.29 | -1.38 | 0.52 | -0.92 | 0.48 | -0.33 | 0.74 | 1.13 | -1.68 |
| Standard Deviation(%) | NA | 23.17 | 16.86 | 17.65 | 24.82 | NA | NA | … | … | 24.89 | 16.43 | 11.33 | 9.90 | 17.22 | 23.73 | 20.59 | 33.38 | 42.84 | 23.17 | 21.49 | 25.61 | 41.98 | 23.87 | 20.28 | 24.79 |
| Draw Down(%) | NA | 28.16 | 53.31 | 61.56 | 86.35 | NA | NA | … | … | 12.50 | 30.09 | 28.71 | 16.02 | 22.16 | 25.06 | 18.98 | 27.49 | 73.62 | 11.67 | 24.23 | 23.43 | 41.53 | 20.64 | 11.56 | 34.44 |
| Yield(%) | 0.00 | 11.28 | 2.58 | 2.32 | 2.38 | 5.46 | 3.75 | … | … | 14.22 | 0.00 | 0.00 | 0.00 | 0.00 | 5.76 | 1.62 | 0.00 | 3.46 | 15.41 | 3.15 | 12.42 | 31.22 | 3.58 | 2.36 | 0.00 |
Data as of 07/18/2016, Common starting date is 04/24/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QRANX (Oppenheimer Commodity Strat Total Ret N) |
-30.78%
Apr 2006 – Apr 2009 |
-22.88%
Jun 2008 – Jun 2013 |
-15.25%
Jun 2006 – Jun 2016 |
-9.92%
May 2001 – May 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QRANX (Oppenheimer Commodity Strat Total Ret N) |
22.95%
Nov 2001 – Nov 2004 |
8.03%
Jun 2003 – Jun 2008 |
-4.06%
Feb 2002 – Feb 2012 |
-9.41%
Jun 2001 – Jun 2016 |
Annualized Rolling Returns Comparison Chart