• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up0.29% Nasdaq Up0.52%

    BlackRock All-Cap Engy & Res Investor B (BACBX)

    10.07 0.00(0.00%) Jul 22

    Risk as of Jun 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):64.49%
    Worst 1 Yr Total Return(Dec 30, 2008):-53.52%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticBACBXCategory
    Alpha (against Standard Index)-12.90-15.24
    Beta (against Standard Index)1.301.34
    Mean Annual Return-0.37-0.54
    R-squared (against Standard Index)48.9546.23
    Standard Deviation21.8823.71
    Sharpe Ratio-0.21-0.26
    Treynor Ratio-5.14-6.33
    5 Years
    StatisticBACBXCategory
    Alpha (against Standard Index)-14.78-12.54
    Beta (against Standard Index)1.421.43
    Mean Annual Return-0.51-0.32
    R-squared (against Standard Index)63.0561.58
    Standard Deviation24.2724.77
    Sharpe Ratio-0.25-0.15
    Treynor Ratio-6.13-4.56
    10 Years
    StatisticBACBXCategory
    Alpha (against Standard Index)-4.55-3.56
    Beta (against Standard Index)1.241.25
    Mean Annual Return0.180.27
    R-squared (against Standard Index)58.7359.99
    Standard Deviation27.4427.44
    Sharpe Ratio0.050.09
    Treynor Ratio-2.13-1.06