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BlackRock Equity Dividend I (MADVX)
On
Nov 27
:
15.67
0.29
(1.82%)
MORE ON MADVX
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Research Reports
Risk
As of 31-Oct-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)
:
19.25%
Worst 1 Yr Total Return
(2008)
:
-32.57%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MADVX
Category
Alpha (against Standard Index)
2.80
-1.05
Beta (against Standard Index)
0.87
1.02
Mean Annual Return
-3.02
-0.55
R-squared (against Standard Index)
95
94.27
Standard Deviation
17.48
20.65
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-6.24
N/A
5 Years
Statistic
MADVX
Category
Alpha (against Standard Index)
4.11
0.04
Beta (against Standard Index)
0.88
1.02
Mean Annual Return
4.90
0.14
R-squared (against Standard Index)
89
93.13
Standard Deviation
14.81
16.85
Sharpe Ratio
0.20
N/A
Treynor Ratio
2.14
N/A
10 Years
Statistic
MADVX
Category
Alpha (against Standard Index)
4.55
2.54
Beta (against Standard Index)
0.71
0.88
Mean Annual Return
4.79
0.27
R-squared (against Standard Index)
67
80.76
Standard Deviation
13.92
15.89
Sharpe Ratio
0.20
N/A
Treynor Ratio
2.57
N/A
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