Oppenheimer Gbl Related Correlations
QGRYX Fund | USD 18.55 0.13 0.71% |
Correlations
0.98 | 0.91 | 0.96 | 0.11 | OTCNX | ||
0.98 | 0.93 | 0.96 | 0.21 | OGLNX | ||
0.91 | 0.93 | 0.95 | 0.32 | OPMNX | ||
0.96 | 0.96 | 0.95 | 0.12 | OMGNX | ||
0.11 | 0.21 | 0.32 | 0.12 | OSINX | ||
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Risk-Adjusted Indicators
There is a big difference between Oppenheimer Mutual Fund performing well and Oppenheimer Gbl Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Oppenheimer Gbl's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
OTCNX | 0.91 | 0.00 | 0.02 | 0.08 | 0.92 | 1.97 | 5.49 | |||
OGLNX | 0.73 | 0.00 | 0.01 | 0.08 | 0.78 | 1.43 | 4.12 | |||
OPMNX | 0.62 | (0.05) | (0.04) | 0.03 | 0.79 | 1.32 | 3.23 | |||
OMGNX | 0.58 | 0.01 | 0.02 | 0.09 | 0.55 | 1.24 | 3.51 | |||
OSINX | 0.30 | (0.07) | 0.00 | (0.12) | 0.00 | 0.33 | 2.59 |