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BlackRock Mid-Cap Growth Equity Inv A (BMGAX)

14.54 Up 0.12(0.83%) May 27

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up14
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2009):48.82%
Worst 1 Yr Total Return(Dec 30, 2008):-46.37%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)0.26-2.65
Beta (against Standard Index)1.061.02
Mean Annual Return1.030.75
R-squared (against Standard Index)62.5775.23
Standard Deviation15.2613.49
Sharpe Ratio0.800.67
Treynor Ratio10.998.23
5 Years
Alpha (against Standard Index)-3.37-4.65
Beta (against Standard Index)1.181.12
Mean Annual Return0.820.66
R-squared (against Standard Index)76.3882.02
Standard Deviation16.4815.13
Sharpe Ratio0.600.53
Treynor Ratio7.466.33
10 Years
Alpha (against Standard Index)-1.13-0.92
Beta (against Standard Index)1.191.09
Mean Annual Return0.670.63
R-squared (against Standard Index)83.6283.26
Standard Deviation19.9518.27
Sharpe Ratio0.350.36
Treynor Ratio4.334.65