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BlackRock Enhanced Income Service (BRISX)
On
Nov 20
:
8.56
0.00
(0.00%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
4.23%
Worst 1 Yr Total Return
(2008)
:
-11.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BRISX
Category
Alpha (against Standard Index)
-3.00
-1.83
Beta (against Standard Index)
0.04
0.06
Mean Annual Return
-0.54
0.07
R-squared (against Standard Index)
0
6.99
Standard Deviation
4.29
3.69
Sharpe Ratio
-0.67
N/A
Treynor Ratio
-73.41
N/A
5 Years
Statistic
BRISX
Category
Alpha (against Standard Index)
-2.23
-1.28
Beta (against Standard Index)
0.04
0.07
Mean Annual Return
0.78
0.15
R-squared (against Standard Index)
0
8.59
Standard Deviation
3.36
2.82
Sharpe Ratio
-0.65
N/A
Treynor Ratio
-52.15
N/A
10 Years
Statistic
BRISX
Category
Alpha (against Standard Index)
N/A
-0.25
Beta (against Standard Index)
N/A
0.11
Mean Annual Return
N/A
0.25
R-squared (against Standard Index)
N/A
11.36
Standard Deviation
N/A
1.93
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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