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BlackRock GNMA Inv A (BGPAX)

9.93 Up 0.02(0.20%) Jun 24

Risk as of May 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up15
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2001):9.50%
Worst 1 Yr Total Return(Dec 30, 2013):-2.87%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)0.20-0.37
Beta (against Standard Index)0.710.78
Mean Annual Return0.190.16
R-squared (against Standard Index)63.7579.23
Standard Deviation2.422.38
Sharpe Ratio0.910.79
Treynor Ratio3.102.79
5 Years
Alpha (against Standard Index)0.18-0.41
Beta (against Standard Index)0.720.79
Mean Annual Return0.220.19
R-squared (against Standard Index)64.7778.43
Standard Deviation2.402.40
Sharpe Ratio1.040.92
Treynor Ratio3.502.86
10 Years
Alpha (against Standard Index)0.90-0.04
Beta (against Standard Index)0.730.81
Mean Annual Return0.400.34
R-squared (against Standard Index)67.1072.63
Standard Deviation2.863.11
Sharpe Ratio1.321.05
Treynor Ratio5.234.11