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BlackRock AMT-Free Municipal Bd Black R (BRTIX)
On
Dec 4
:
10.54
0.00
(0.00%)
MORE ON BRTIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
4.20%
Worst 1 Yr Total Return
(2008)
:
-4.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BRTIX
Category
Alpha (against Standard Index)
-0.58
-2.27
Beta (against Standard Index)
0.94
1.17
Mean Annual Return
3.47
0.19
R-squared (against Standard Index)
92
87.41
Standard Deviation
5.88
7.66
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.12
N/A
5 Years
Statistic
BRTIX
Category
Alpha (against Standard Index)
-0.64
-1.38
Beta (against Standard Index)
0.94
1.15
Mean Annual Return
3.42
0.25
R-squared (against Standard Index)
91
87.57
Standard Deviation
4.79
6.17
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.42
N/A
10 Years
Statistic
BRTIX
Category
Alpha (against Standard Index)
-1.00
-1.30
Beta (against Standard Index)
0.93
1.11
Mean Annual Return
4.42
0.39
R-squared (against Standard Index)
92
88.63
Standard Deviation
4.49
5.59
Sharpe Ratio
0.33
N/A
Treynor Ratio
1.56
N/A
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