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    BlackRock Global SmallCap Inv A (MDGCX)

    22.51 Down 0.05(0.22%) Aug 25

    Risk as of Jul 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up15
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2003):47.78%
    Worst 1 Yr Total Return(Dec 30, 2008):-37.75%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)2.974.10
    Beta (against Standard Index)0.950.80
    Mean Annual Return0.420.49
    R-squared (against Standard Index)78.6579.95
    Standard Deviation14.3012.04
    Sharpe Ratio0.350.49
    Treynor Ratio4.266.68
    5 Years
    Alpha (against Standard Index)5.085.27
    Beta (against Standard Index)0.900.82
    Mean Annual Return0.620.62
    R-squared (against Standard Index)81.6883.77
    Standard Deviation15.6614.03
    Sharpe Ratio0.470.53
    Treynor Ratio6.968.24
    10 Years
    Alpha (against Standard Index)4.282.61
    Beta (against Standard Index)0.880.85
    Mean Annual Return0.670.52
    R-squared (against Standard Index)87.5887.92
    Standard Deviation18.0417.37
    Sharpe Ratio0.390.31
    Treynor Ratio6.424.70