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BlackRock Focus Growth I (MAFOX)
On
Dec 3
:
2.15
0.02
(0.92%)
MORE ON MAFOX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
30.30%
Worst 1 Yr Total Return
(2008)
:
-34.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MAFOX
Category
Alpha (against Standard Index)
10.33
2.45
Beta (against Standard Index)
1.11
1.00
Mean Annual Return
0.84
-0.24
R-squared (against Standard Index)
69
88.47
Standard Deviation
25.93
20.84
Sharpe Ratio
0.07
N/A
Treynor Ratio
-1.43
N/A
5 Years
Statistic
MAFOX
Category
Alpha (against Standard Index)
5.72
0.94
Beta (against Standard Index)
1.10
1.01
Mean Annual Return
5.04
0.21
R-squared (against Standard Index)
67
86.37
Standard Deviation
21.29
17.46
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.83
N/A
10 Years
Statistic
MAFOX
Category
Alpha (against Standard Index)
N/A
0.18
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.04
R-squared (against Standard Index)
N/A
78.62
Standard Deviation
N/A
19.22
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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