Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Tuesday, December 8, 2009, 9:01PM ET - U.S. Markets Closed.
Dow
1.00%
Nasdaq
0.76%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
BlackRock Basic Value I (MABAX)
On
Dec 8
:
22.43
0.27
(1.19%)
MORE ON MABAX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
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
(2006)
:
22.65%
Worst 1 Yr Total Return
(2008)
:
-36.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MABAX
Category
Alpha (against Standard Index)
0.47
-1.05
Beta (against Standard Index)
1.02
1.02
Mean Annual Return
-6.79
-0.55
R-squared (against Standard Index)
97
94.27
Standard Deviation
20.14
20.65
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-9.08
N/A
5 Years
Statistic
MABAX
Category
Alpha (against Standard Index)
1.01
0.04
Beta (against Standard Index)
1.02
1.02
Mean Annual Return
1.23
0.14
R-squared (against Standard Index)
96
93.13
Standard Deviation
16.52
16.85
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.76
N/A
10 Years
Statistic
MABAX
Category
Alpha (against Standard Index)
3.20
2.54
Beta (against Standard Index)
0.96
0.88
Mean Annual Return
2.30
0.27
R-squared (against Standard Index)
87
80.76
Standard Deviation
16.58
15.89
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.70
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center