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BlackRock LifePath 2020 R (LPRCX)
On
Dec 21
:
13.96
0.04
(0.29%)
MORE ON LPRCX
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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)
:
12.77%
Worst 1 Yr Total Return
(2008)
:
-25.57%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LPRCX
Category
Alpha (against Standard Index)
-3.00
-3.52
Beta (against Standard Index)
1.12
1.20
Mean Annual Return
-2.26
-0.14
R-squared (against Standard Index)
98
95.59
Standard Deviation
15.00
16.36
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-4.05
N/A
5 Years
Statistic
LPRCX
Category
Alpha (against Standard Index)
-2.11
-3.06
Beta (against Standard Index)
1.11
1.15
Mean Annual Return
2.74
0.22
R-squared (against Standard Index)
98
94.00
Standard Deviation
12.11
12.81
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.23
N/A
10 Years
Statistic
LPRCX
Category
Alpha (against Standard Index)
-3.36
-3.50
Beta (against Standard Index)
1.13
1.11
Mean Annual Return
1.66
0.18
R-squared (against Standard Index)
97
95.87
Standard Deviation
11.46
11.36
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-1.12
N/A
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