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    BlackRock Commodity Strategies Inv A (BCSAX)

    7.29 Down 0.14(1.88%) Aug 24

    Risk as of Jul 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up0
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2012):-1.36%
    Worst 1 Yr Total Return(Dec 30, 2015):-25.19%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticBCSAXCategory
    Alpha (against Standard Index)5.00-0.34
    Beta (against Standard Index)0.720.76
    Mean Annual Return-0.53-1.03
    R-squared (against Standard Index)68.3487.00
    Standard Deviation15.3314.25
    Sharpe Ratio-0.42-0.86
    Treynor Ratio-10.24-16.42
    5 Years
    StatisticBCSAXCategory
    Alpha (against Standard Index)N/A-2.58
    Beta (against Standard Index)N/A0.83
    Mean Annual ReturnN/A-0.98
    R-squared (against Standard Index)N/A83.84
    Standard DeviationN/A15.48
    Sharpe RatioN/A-0.78
    Treynor RatioN/A-15.48
    10 Years
    StatisticBCSAXCategory
    Alpha (against Standard Index)N/A-2.88
    Beta (against Standard Index)N/A0.97
    Mean Annual ReturnN/A-0.40
    R-squared (against Standard Index)N/A87.95
    Standard DeviationN/A20.43
    Sharpe RatioN/A-0.27
    Treynor RatioN/A-7.69