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BlackRock All-Cap Engy & Res Investor A (BACAX)

10.75 Down 0.05(0.46%) Oct 21

Risk as of Sep 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up5
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2009):65.65%
Worst 1 Yr Total Return(Dec 30, 2008):-53.14%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-14.31-15.10
Beta (against Standard Index)1.241.32
Mean Annual Return-0.61-0.64
R-squared (against Standard Index)43.3742.45
Standard Deviation21.3923.41
Sharpe Ratio-0.35-0.31
Treynor Ratio-7.42-7.13
5 Years
Alpha (against Standard Index)-13.33-11.51
Beta (against Standard Index)1.321.34
Mean Annual Return0.090.25
R-squared (against Standard Index)54.9953.81
Standard Deviation21.9622.63
Sharpe Ratio0.040.14
Treynor Ratio-1.040.53
10 Years
Alpha (against Standard Index)-2.64-2.15
Beta (against Standard Index)1.231.24
Mean Annual Return0.350.40
R-squared (against Standard Index)58.9660.11
Standard Deviation27.3427.39
Sharpe Ratio0.120.15
Treynor Ratio-0.380.26