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BlackRock Index Equity Inv B (CIEBX)
On
Dec 2
:
20.90
0.01
(0.05%)
MORE ON CIEBX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
14.54%
Worst 1 Yr Total Return
(2008)
:
-37.71%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CIEBX
Category
Alpha (against Standard Index)
-1.13
0.38
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-8.05
-0.41
R-squared (against Standard Index)
99
95.50
Standard Deviation
19.54
20.09
Sharpe Ratio
-0.45
N/A
Treynor Ratio
-10.49
N/A
5 Years
Statistic
CIEBX
Category
Alpha (against Standard Index)
-1.13
0.26
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
-0.78
0.16
R-squared (against Standard Index)
99
94.84
Standard Deviation
15.94
16.47
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-3.82
N/A
10 Years
Statistic
CIEBX
Category
Alpha (against Standard Index)
-1.32
0.84
Beta (against Standard Index)
1.00
0.97
Mean Annual Return
-2.25
0.11
R-squared (against Standard Index)
99
91.16
Standard Deviation
16.11
16.35
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-5.22
N/A
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