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BlackRock Basic Value C (MCBAX)
On
Dec 8
:
20.99
0.26
(1.22%)
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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)
:
21.42%
Worst 1 Yr Total Return
(2008)
:
-37.18%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MCBAX
Category
Alpha (against Standard Index)
-0.64
-1.05
Beta (against Standard Index)
1.01
1.02
Mean Annual Return
-7.81
-0.55
R-squared (against Standard Index)
97
94.27
Standard Deviation
20.11
20.65
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-10.10
N/A
5 Years
Statistic
MCBAX
Category
Alpha (against Standard Index)
-0.07
0.04
Beta (against Standard Index)
1.02
1.02
Mean Annual Return
0.15
0.14
R-squared (against Standard Index)
96
93.13
Standard Deviation
16.50
16.85
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-2.83
N/A
10 Years
Statistic
MCBAX
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
-1.82
N/A
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