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BlackRock All-Cap Engy & Resources Svc (BACSX)
On
Nov 30
:
12.71
0.00
(0.00%)
MORE ON BACSX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
43.10%
Worst 1 Yr Total Return
(2008)
:
-53.14%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BACSX
Category
Alpha (against Standard Index)
15.55
12.65
Beta (against Standard Index)
1.25
1.24
Mean Annual Return
1.42
0.45
R-squared (against Standard Index)
45
51.33
Standard Deviation
36.32
34.18
Sharpe Ratio
0.16
N/A
Treynor Ratio
-0.79
N/A
5 Years
Statistic
BACSX
Category
Alpha (against Standard Index)
N/A
13.19
Beta (against Standard Index)
N/A
1.23
Mean Annual Return
N/A
1.21
R-squared (against Standard Index)
N/A
42.80
Standard Deviation
N/A
30.15
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
BACSX
Category
Alpha (against Standard Index)
N/A
15.54
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
1.32
R-squared (against Standard Index)
N/A
34.15
Standard Deviation
N/A
28.10
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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