Oppenheimer Currency Opportunities Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 6.19
Mean -0.31
Sharpe Ratio -0.6
Bear Market Decile Rank 60

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
BofAML USD LIBOR 3 Mon CM
Best Fit Index
MSCI Pacific Ex Japan NR USD
R-Squared 7.42 79.84
Beta 45.41 0.27
Alpha -16.47 -5.91