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    BlackRock All-Cap Engy & Res Instl (BACIX)

    8.50 Down 0.04(0.47%) Feb 10

    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):66.31%
    Worst 1 Yr Total Return(Dec 30, 2008):-52.97%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticBACIXCategory
    Alpha (against Standard Index)-15.74-19.10
    Beta (against Standard Index)1.191.31
    Mean Annual Return-0.87-0.72
    R-squared (against Standard Index)45.1845.61
    Standard Deviation20.0821.52
    Sharpe Ratio-0.52-0.37
    Treynor Ratio-9.91-7.52
    5 Years
    StatisticBACIXCategory
    Alpha (against Standard Index)-15.74-14.67
    Beta (against Standard Index)1.401.42
    Mean Annual Return-0.70-0.42
    R-squared (against Standard Index)62.7861.88
    Standard Deviation23.6323.78
    Sharpe Ratio-0.36-0.21
    Treynor Ratio-7.67-5.24
    10 Years
    StatisticBACIXCategory
    Alpha (against Standard Index)-4.23-4.20
    Beta (against Standard Index)1.241.24
    Mean Annual Return0.140.26
    R-squared (against Standard Index)58.3059.08
    Standard Deviation27.4227.26
    Sharpe Ratio0.020.08
    Treynor Ratio-2.69-1.42