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BlackRock Basic Value B (MBBAX)
On
Dec 4
:
22.23
0.06
(0.27%)
MORE ON MBBAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
21.40%
Worst 1 Yr Total Return
(2008)
:
-37.20%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MBBAX
Category
Alpha (against Standard Index)
-0.68
-1.05
Beta (against Standard Index)
1.01
1.02
Mean Annual Return
-7.86
-0.55
R-squared (against Standard Index)
97
94.27
Standard Deviation
20.12
20.65
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-10.14
N/A
5 Years
Statistic
MBBAX
Category
Alpha (against Standard Index)
-0.09
0.04
Beta (against Standard Index)
1.02
1.02
Mean Annual Return
0.12
0.14
R-squared (against Standard Index)
96
93.13
Standard Deviation
16.51
16.85
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-2.85
N/A
10 Years
Statistic
MBBAX
Category
Alpha (against Standard Index)
2.14
2.54
Beta (against Standard Index)
0.96
0.88
Mean Annual Return
1.22
0.27
R-squared (against Standard Index)
87
80.76
Standard Deviation
16.56
15.89
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.83
N/A
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