Dow Down0.68% Nasdaq Down0.42%

BlackRock Mid-Cap Growth Equity Inv A (BMGAX)

15.83 Down 0.27(1.68%) Sep 22

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up12
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 1999):120.08%
Worst 1 Yr Total Return(Dec 30, 2008):-46.37%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-4.93-5.69
Beta (against Standard Index)1.271.18
Mean Annual Return1.661.44
R-squared (against Standard Index)74.9782.56
Standard Deviation17.0415.04
Sharpe Ratio1.161.16
Treynor Ratio15.8014.94
5 Years
Alpha (against Standard Index)-3.75-1.43
Beta (against Standard Index)1.261.12
Mean Annual Return1.421.42
R-squared (against Standard Index)83.9783.45
Standard Deviation18.1116.17
Sharpe Ratio0.941.06
Treynor Ratio13.1215.28
10 Years
Alpha (against Standard Index)0.201.15
Beta (against Standard Index)1.221.10
Mean Annual Return0.920.93
R-squared (against Standard Index)84.4782.61
Standard Deviation19.5417.89
Sharpe Ratio0.480.54
Treynor Ratio6.477.62