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BlackRock LifePath Retirement R (LPRAX)
On
Dec 21
:
10.06
0.01
(0.10%)
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Research Reports
Risk
As of 30-Nov-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)
:
8.52%
Worst 1 Yr Total Return
(2008)
:
-15.24%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LPRAX
Category
Alpha (against Standard Index)
-0.21
-0.74
Beta (against Standard Index)
0.76
0.72
Mean Annual Return
1.25
0.10
R-squared (against Standard Index)
96
92.00
Standard Deviation
10.21
9.91
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-1.35
N/A
5 Years
Statistic
LPRAX
Category
Alpha (against Standard Index)
-0.78
-1.52
Beta (against Standard Index)
0.74
0.68
Mean Annual Return
3.63
0.25
R-squared (against Standard Index)
95
89.60
Standard Deviation
8.17
7.76
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.87
N/A
10 Years
Statistic
LPRAX
Category
Alpha (against Standard Index)
-0.37
-0.29
Beta (against Standard Index)
0.64
0.49
Mean Annual Return
3.91
0.32
R-squared (against Standard Index)
84
83.04
Standard Deviation
6.89
5.33
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.55
N/A
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