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BlackRock All-Cap Engy & Res Svc (BACSX)

10.76 Up 0.06(0.56%) Aug 23

Risk as of Jul 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up5
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2009):65.70%
Worst 1 Yr Total Return(Dec 30, 2008):-53.14%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-14.45-16.84
Beta (against Standard Index)1.221.29
Mean Annual Return-0.56-0.72
R-squared (against Standard Index)44.0943.09
Standard Deviation21.5823.48
Sharpe Ratio-0.31-0.35
Treynor Ratio-7.13-8.07
5 Years
Alpha (against Standard Index)-16.39-14.77
Beta (against Standard Index)1.411.41
Mean Annual Return-0.51-0.37
R-squared (against Standard Index)62.0661.16
Standard Deviation24.3124.70
Sharpe Ratio-0.25-0.18
Treynor Ratio-6.23-5.02
10 Years
Alpha (against Standard Index)-4.46-4.14
Beta (against Standard Index)1.231.24
Mean Annual Return0.230.26
R-squared (against Standard Index)57.9759.37
Standard Deviation27.4827.45
Sharpe Ratio0.070.09
Treynor Ratio-1.71-1.19