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BlackRock EuroFund B (MBEFX)
On
Feb 9
:
9.53
0.20
(2.14%)
MORE ON MBEFX
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Risk
As of 31-Jan-10
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)
:
32.39%
Worst 1 Yr Total Return
(2008)
:
-45.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MBEFX
Category
Alpha (against Standard Index)
-0.17
0.41
Beta (against Standard Index)
1.11
1.08
Mean Annual Return
-9.27
-0.43
R-squared (against Standard Index)
96
91.42
Standard Deviation
27.15
27.28
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-10.12
N/A
5 Years
Statistic
MBEFX
Category
Alpha (against Standard Index)
-0.86
1.55
Beta (against Standard Index)
1.10
1.09
Mean Annual Return
1.79
0.56
R-squared (against Standard Index)
95
89.94
Standard Deviation
22.11
22.81
Sharpe Ratio
0.06
N/A
Treynor Ratio
-1.02
N/A
10 Years
Statistic
MBEFX
Category
Alpha (against Standard Index)
2.53
3.67
Beta (against Standard Index)
1.06
1.04
Mean Annual Return
3.55
0.56
R-squared (against Standard Index)
89
80.00
Standard Deviation
19.94
21.06
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.67
N/A
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