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BlackRock Small Cap Growth II Instl (MASWX)
On
Dec 24
:
11.59
0.05
(0.43%)
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Research Reports
Risk
As of 30-Nov-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
(2004)
:
15.17%
Worst 1 Yr Total Return
(2008)
:
-40.87%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MASWX
Category
Alpha (against Standard Index)
2.09
0.16
Beta (against Standard Index)
1.12
1.12
Mean Annual Return
-5.56
-0.38
R-squared (against Standard Index)
81
84.86
Standard Deviation
24.62
24.29
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-7.01
N/A
5 Years
Statistic
MASWX
Category
Alpha (against Standard Index)
2.02
-0.01
Beta (against Standard Index)
1.16
1.17
Mean Annual Return
1.56
0.16
R-squared (against Standard Index)
76
80.32
Standard Deviation
21.35
20.99
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.23
N/A
10 Years
Statistic
MASWX
Category
Alpha (against Standard Index)
6.17
4.06
Beta (against Standard Index)
1.13
1.16
Mean Annual Return
3.09
0.37
R-squared (against Standard Index)
45
57.27
Standard Deviation
27.22
25.21
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.14
N/A
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