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BlackRock Asset Allocation Inv B (CBIBX)
On
Dec 7
:
13.37
0.01
(0.07%)
MORE ON CBIBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
10.32%
Worst 1 Yr Total Return
(2008)
:
-27.64%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CBIBX
Category
Alpha (against Standard Index)
-1.55
-2.88
Beta (against Standard Index)
1.09
1.08
Mean Annual Return
-1.36
-0.13
R-squared (against Standard Index)
96
93.44
Standard Deviation
14.71
14.69
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-3.45
N/A
5 Years
Statistic
CBIBX
Category
Alpha (against Standard Index)
-1.98
-2.47
Beta (against Standard Index)
1.10
1.06
Mean Annual Return
2.69
0.23
R-squared (against Standard Index)
96
92.52
Standard Deviation
12.12
11.89
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.31
N/A
10 Years
Statistic
CBIBX
Category
Alpha (against Standard Index)
-0.65
-2.17
Beta (against Standard Index)
1.12
1.05
Mean Annual Return
4.15
0.26
R-squared (against Standard Index)
90
86.72
Standard Deviation
11.75
11.31
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.06
N/A
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