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BlackRock EuroFund B (MBEFX)
On
Dec 2
:
11.01
0.01
(0.09%)
MORE ON MBEFX
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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)
:
32.39%
Worst 1 Yr Total Return
(2008)
:
-45.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MBEFX
Category
Alpha (against Standard Index)
0.23
0.68
Beta (against Standard Index)
1.11
1.08
Mean Annual Return
-6.22
-0.18
R-squared (against Standard Index)
97
91.71
Standard Deviation
27.00
27.25
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-7.79
N/A
5 Years
Statistic
MBEFX
Category
Alpha (against Standard Index)
-0.22
1.34
Beta (against Standard Index)
1.09
1.08
Mean Annual Return
4.75
0.72
R-squared (against Standard Index)
96
89.99
Standard Deviation
22.17
22.87
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.58
N/A
10 Years
Statistic
MBEFX
Category
Alpha (against Standard Index)
1.80
5.43
Beta (against Standard Index)
1.05
1.05
Mean Annual Return
3.52
0.76
R-squared (against Standard Index)
89
77.72
Standard Deviation
20.05
22.13
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.53
N/A
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