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BlackRock DE Municipal Inv A (BDIAX)
On
Dec 8
:
9.55
0.01
(0.10%)
MORE ON BDIAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
3.49%
Worst 1 Yr Total Return
(2008)
:
-4.75%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BDIAX
Category
Alpha (against Standard Index)
-0.90
-0.71
Beta (against Standard Index)
0.90
0.89
Mean Annual Return
3.06
0.28
R-squared (against Standard Index)
84
91.15
Standard Deviation
5.92
5.60
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.71
N/A
5 Years
Statistic
BDIAX
Category
Alpha (against Standard Index)
-1.29
-0.94
Beta (against Standard Index)
0.92
0.88
Mean Annual Return
2.72
0.26
R-squared (against Standard Index)
85
90.92
Standard Deviation
4.93
4.56
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-0.33
N/A
10 Years
Statistic
BDIAX
Category
Alpha (against Standard Index)
-1.15
-0.89
Beta (against Standard Index)
0.98
0.91
Mean Annual Return
4.39
0.37
R-squared (against Standard Index)
89
91.76
Standard Deviation
4.85
4.42
Sharpe Ratio
0.31
N/A
Treynor Ratio
1.45
N/A
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