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BlackRock Core Princ Prot B (MBPWX)
On
Dec 29
:
6.56
0.01
(0.15%)
MORE ON MBPWX
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Research Reports
Risk
As of 30-Nov-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)
:
11.30%
Worst 1 Yr Total Return
(2008)
:
-32.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MBPWX
Category
Alpha (against Standard Index)
-13.58
-2.96
Beta (against Standard Index)
0.68
1.07
Mean Annual Return
-11.66
-0.09
R-squared (against Standard Index)
54
93.10
Standard Deviation
12.30
14.78
Sharpe Ratio
-1.13
N/A
Treynor Ratio
-20.63
N/A
5 Years
Statistic
MBPWX
Category
Alpha (against Standard Index)
-7.38
-2.53
Beta (against Standard Index)
0.78
1.06
Mean Annual Return
-3.23
0.24
R-squared (against Standard Index)
53
92.17
Standard Deviation
11.67
11.94
Sharpe Ratio
-0.48
N/A
Treynor Ratio
-7.96
N/A
10 Years
Statistic
MBPWX
Category
Alpha (against Standard Index)
N/A
-2.27
Beta (against Standard Index)
N/A
1.06
Mean Annual Return
N/A
0.27
R-squared (against Standard Index)
N/A
86.88
Standard Deviation
N/A
11.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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