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BlackRock All-Cap Engy & Res Investor C (BACCX)

9.78 Down 0.02(0.20%) May 27

Risk as of Apr 29, 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):64.40%
Worst 1 Yr Total Return(Dec 30, 2008):-53.48%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-12.25-13.99
Beta (against Standard Index)1.281.32
Mean Annual Return-0.42-0.55
R-squared (against Standard Index)49.7045.95
Standard Deviation21.8223.64
Sharpe Ratio-0.23-0.26
Treynor Ratio-5.59-6.46
5 Years
Alpha (against Standard Index)-15.70-12.98
Beta (against Standard Index)1.431.43
Mean Annual Return-0.66-0.43
R-squared (against Standard Index)64.1562.37
Standard Deviation24.3124.79
Sharpe Ratio-0.33-0.20
Treynor Ratio-7.25-5.44
10 Years
Alpha (against Standard Index)-4.44-3.26
Beta (against Standard Index)1.241.22
Mean Annual Return0.160.25
R-squared (against Standard Index)59.0460.33
Standard Deviation27.4426.88
Sharpe Ratio0.030.08
Treynor Ratio-2.47-1.26