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BlackRock Global Allocation Inv A (MDLOX)

18.66 Up 0.03(0.16%) Dec 9

Risk as of Nov 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up17
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2003):35.98%
Worst 1 Yr Total Return(Dec 30, 2008):-20.56%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticMDLOXCategory
Alpha (against Standard Index)-1.92-2.76
Beta (against Standard Index)0.971.09
Mean Annual Return0.150.26
R-squared (against Standard Index)91.5685.65
Standard Deviation6.737.95
Sharpe Ratio0.250.40
Treynor Ratio1.522.63
5 Years
StatisticMDLOXCategory
Alpha (against Standard Index)-2.18-2.77
Beta (against Standard Index)1.031.13
Mean Annual Return0.440.57
R-squared (against Standard Index)92.3787.19
Standard Deviation7.208.78
Sharpe Ratio0.720.80
Treynor Ratio4.905.98
10 Years
StatisticMDLOXCategory
Alpha (against Standard Index)-0.44-1.76
Beta (against Standard Index)1.001.13
Mean Annual Return0.420.42
R-squared (against Standard Index)91.6290.38
Standard Deviation10.3311.86
Sharpe Ratio0.420.36
Treynor Ratio3.913.26