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    BlackRock All-Cap Engy & Res Instl (BACIX)

    11.08 Down 0.09(0.81%) Nov 25

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up5
    Number of Years Down4
    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
    Alpha (against Standard Index)-15.98-16.38
    Beta (against Standard Index)1.251.26
    Mean Annual Return-0.28-0.31
    R-squared (against Standard Index)49.9846.09
    Standard Deviation19.2220.35
    Sharpe Ratio-0.18-0.16
    Treynor Ratio-4.05-4.22
    5 Years
    Alpha (against Standard Index)-13.17-10.89
    Beta (against Standard Index)1.391.37
    Mean Annual Return-0.140.04
    R-squared (against Standard Index)62.6860.62
    Standard Deviation23.5223.74
    Sharpe Ratio-0.070.02
    Treynor Ratio-3.16-1.60
    10 Years
    Alpha (against Standard Index)-2.83-3.20
    Beta (against Standard Index)1.251.23
    Mean Annual Return0.470.42
    R-squared (against Standard Index)59.1259.65
    Standard Deviation27.5326.97
    Sharpe Ratio0.160.15
    Treynor Ratio0.360.22