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BlackRock DE Municipal Inv C (BDICX)
On
Dec 2
:
9.52
0.01
(0.11%)
MORE ON BDICX
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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)
:
2.76%
Worst 1 Yr Total Return
(2008)
:
-5.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BDICX
Category
Alpha (against Standard Index)
-1.59
-0.71
Beta (against Standard Index)
0.89
0.89
Mean Annual Return
2.33
0.28
R-squared (against Standard Index)
85
91.15
Standard Deviation
5.86
5.60
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.09
N/A
5 Years
Statistic
BDICX
Category
Alpha (against Standard Index)
-2.00
-0.94
Beta (against Standard Index)
0.92
0.88
Mean Annual Return
1.99
0.26
R-squared (against Standard Index)
85
90.92
Standard Deviation
4.88
4.56
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-1.13
N/A
10 Years
Statistic
BDICX
Category
Alpha (against Standard Index)
-1.88
-0.89
Beta (against Standard Index)
0.98
0.91
Mean Annual Return
3.63
0.37
R-squared (against Standard Index)
89
91.76
Standard Deviation
4.84
4.42
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.68
N/A
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