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    BlackRock GNMA Svc (BGPSX)

    9.88 0.00(0.00%) Sep 26

    Risk as of Aug 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up15
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2001):9.51%
    Worst 1 Yr Total Return(Dec 30, 2013):-2.99%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticBGPSXCategory
    Alpha (against Standard Index)0.48-0.31
    Beta (against Standard Index)0.640.75
    Mean Annual Return0.270.25
    R-squared (against Standard Index)54.3576.55
    Standard Deviation2.272.25
    Sharpe Ratio1.401.31
    Treynor Ratio5.024.62
    5 Years
    StatisticBGPSXCategory
    Alpha (against Standard Index)-0.07-0.57
    Beta (against Standard Index)0.700.76
    Mean Annual Return0.190.16
    R-squared (against Standard Index)62.3277.55
    Standard Deviation2.362.32
    Sharpe Ratio0.900.82
    Treynor Ratio3.032.54
    10 Years
    StatisticBGPSXCategory
    Alpha (against Standard Index)0.86-0.09
    Beta (against Standard Index)0.730.80
    Mean Annual Return0.380.33
    R-squared (against Standard Index)66.6072.34
    Standard Deviation2.873.10
    Sharpe Ratio1.301.04
    Treynor Ratio5.214.10