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

8.13 Up 0.25(3.17%) Feb 12

Risk as of Jan 30, 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)-16.86-18.38
Beta (against Standard Index)1.191.20
Mean Annual Return-0.96-1.09
R-squared (against Standard Index)45.2943.06
Standard Deviation20.0721.08
Sharpe Ratio-0.58-0.59
Treynor Ratio-10.73-11.45
5 Years
Alpha (against Standard Index)-16.85-14.46
Beta (against Standard Index)1.401.38
Mean Annual Return-0.80-0.60
R-squared (against Standard Index)62.8061.63
Standard Deviation23.6123.72
Sharpe Ratio-0.41-0.30
Treynor Ratio-8.39-6.83
10 Years
Alpha (against Standard Index)-5.34-4.70
Beta (against Standard Index)1.241.21
Mean Annual Return0.050.10
R-squared (against Standard Index)58.3559.07
Standard Deviation27.4226.86
Sharpe Ratio-0.020.01
Treynor Ratio-3.57-2.90