Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 07/18/2016.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| QRAYX (Oppenheimer Commodity Strat Total Ret Y) | NA | -23.22% | -18.93% | -15.90% | -14.99% | -9.10% | NA | -10.61% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QRAYX (Oppenheimer Commodity Strat Total Ret Y) | 11/29/2000 | 07/18/2016 |
The return data shown below all have the same latest date: 07/18/2016.
AR inception is since 11/29/2000.
AR inception is since 11/29/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -23.22 | -18.93 | -15.90 | -14.99 | -9.10 | NA | -10.61 | -4.71 | -27.35 | -22.26 | -8.79 | -1.49 | -8.72 | 7.00 | 10.29 | -58.81 | 15.27 | -16.35 | 14.64 | -12.44 | 18.72 | 24.20 | -35.96 | -5.28 |
| Sharpe Ratio | NA | -1.11 | -1.16 | -0.92 | -0.63 | NA | NA | -0.42 | -0.37 | -1.62 | -1.99 | -0.91 | -0.09 | -0.36 | 0.33 | 0.31 | -1.38 | 0.53 | -0.91 | 0.49 | -0.32 | 0.75 | 1.14 | -1.57 | -1.40 |
| Standard Deviation(%) | NA | 21.98 | 16.33 | 17.24 | 24.75 | NA | NA | 26.40 | 23.32 | 16.90 | 11.22 | 9.71 | 16.98 | 23.99 | 20.87 | 33.12 | 43.03 | 23.33 | 21.77 | 25.57 | 41.95 | 24.00 | 20.21 | 24.74 | 37.12 |
| Draw Down(%) | NA | 27.57 | 52.74 | 60.56 | 86.00 | NA | NA | 86.36 | 11.96 | 29.91 | 28.66 | 15.65 | 21.80 | 24.65 | 18.72 | 27.33 | 73.98 | 12.22 | 24.33 | 23.25 | 41.46 | 20.52 | 11.82 | 38.58 | 9.98 |
| Yield(%) | 0.00 | 11.04 | 2.55 | 2.38 | 2.62 | 6.15 | 3.83 | 5.10 | 13.87 | 0.00 | 0.00 | 0.00 | 0.00 | 6.13 | 2.34 | 0.00 | 4.14 | 16.25 | 3.94 | 12.91 | 31.62 | 4.16 | 3.23 | 5.99 | 2.33 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QRAYX (Oppenheimer Commodity Strat Total Ret Y) |
-30.95%
Apr 2006 - Apr 2009 |
-22.77%
Jun 2008 - Jun 2013 |
-15.01%
Jun 2006 - Jun 2016 |
-10.00%
Dec 2000 - Dec 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QRAYX (Oppenheimer Commodity Strat Total Ret Y) |
23.38%
Nov 2001 - Nov 2004 |
8.45%
Jun 2003 - Jun 2008 |
-3.86%
Feb 2002 - Feb 2012 |
-9.06%
Apr 2001 - Apr 2016 |
Annualized Rolling Returns Comparison Chart