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BlackRock CA Muni Bd B (MBCMX)
On
Dec 2
:
11.29
0.03
(0.27%)
MORE ON MBCMX
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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)
:
3.78%
Worst 1 Yr Total Return
(2008)
:
-4.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MBCMX
Category
Alpha (against Standard Index)
-1.15
-2.83
Beta (against Standard Index)
1.10
1.27
Mean Annual Return
3.12
0.16
R-squared (against Standard Index)
93
86.16
Standard Deviation
6.85
8.45
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.64
N/A
5 Years
Statistic
MBCMX
Category
Alpha (against Standard Index)
-1.05
-1.51
Beta (against Standard Index)
1.09
1.22
Mean Annual Return
3.15
0.25
R-squared (against Standard Index)
93
86.64
Standard Deviation
5.51
6.60
Sharpe Ratio
0.05
N/A
Treynor Ratio
0.11
N/A
10 Years
Statistic
MBCMX
Category
Alpha (against Standard Index)
-1.01
-1.44
Beta (against Standard Index)
1.10
1.19
Mean Annual Return
4.84
0.39
R-squared (against Standard Index)
94
87.45
Standard Deviation
5.27
6.01
Sharpe Ratio
0.37
N/A
Treynor Ratio
1.70
N/A
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