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    BlackRock GNMA Svc (BGPSX)

    9.83 Up 0.03(0.31%) Jul 31

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up14
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2000):11.52%
    Worst 1 Yr Total Return(Dec 30, 2013):-2.99%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticBGPSXCategory
    Alpha (against Standard Index)-0.14-0.47
    Beta (against Standard Index)0.830.78
    Mean Annual Return0.120.08
    R-squared (against Standard Index)68.8482.89
    Standard Deviation2.942.54
    Sharpe Ratio0.460.39
    Treynor Ratio1.601.31
    5 Years
    StatisticBGPSXCategory
    Alpha (against Standard Index)0.39-0.34
    Beta (against Standard Index)0.760.80
    Mean Annual Return0.250.20
    R-squared (against Standard Index)61.2579.12
    Standard Deviation2.732.53
    Sharpe Ratio1.050.93
    Treynor Ratio3.793.05
    10 Years
    StatisticBGPSXCategory
    Alpha (against Standard Index)0.90-0.05
    Beta (against Standard Index)0.750.80
    Mean Annual Return0.380.31
    R-squared (against Standard Index)69.9574.99
    Standard Deviation2.963.10
    Sharpe Ratio1.060.78
    Treynor Ratio4.303.14