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BlackRock LifePath 2030 R (LPRDX)
On
Dec 17
:
12.94
0.14
(1.07%)
MORE ON LPRDX
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Research Reports
Risk
As of 30-Nov-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)
:
14.83%
Worst 1 Yr Total Return
(2008)
:
-31.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LPRDX
Category
Alpha (against Standard Index)
-4.51
-4.59
Beta (against Standard Index)
1.34
1.44
Mean Annual Return
-4.30
-0.24
R-squared (against Standard Index)
98
97.48
Standard Deviation
17.98
19.48
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-4.91
N/A
5 Years
Statistic
LPRDX
Category
Alpha (against Standard Index)
-2.98
-3.68
Beta (against Standard Index)
1.33
1.40
Mean Annual Return
2.03
0.21
R-squared (against Standard Index)
97
96.99
Standard Deviation
14.52
15.33
Sharpe Ratio
0.01
N/A
Treynor Ratio
-0.72
N/A
10 Years
Statistic
LPRDX
Category
Alpha (against Standard Index)
-4.41
-4.51
Beta (against Standard Index)
1.36
1.37
Mean Annual Return
0.86
0.14
R-squared (against Standard Index)
97
96.58
Standard Deviation
13.79
13.89
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-1.52
N/A
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