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BlackRock Equity Dividend C (MCDVX)
On
Dec 3
:
15.51
0.13
(0.83%)
MORE ON MCDVX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
18.06%
Worst 1 Yr Total Return
(2008)
:
-33.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MCDVX
Category
Alpha (against Standard Index)
1.77
-1.05
Beta (against Standard Index)
0.87
1.02
Mean Annual Return
-4.00
-0.55
R-squared (against Standard Index)
95
94.27
Standard Deviation
17.46
20.65
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-7.39
N/A
5 Years
Statistic
MCDVX
Category
Alpha (against Standard Index)
3.07
0.04
Beta (against Standard Index)
0.88
1.02
Mean Annual Return
3.83
0.14
R-squared (against Standard Index)
89
93.13
Standard Deviation
14.79
16.85
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.92
N/A
10 Years
Statistic
MCDVX
Category
Alpha (against Standard Index)
3.52
2.54
Beta (against Standard Index)
0.71
0.88
Mean Annual Return
3.72
0.27
R-squared (against Standard Index)
67
80.76
Standard Deviation
13.91
15.89
Sharpe Ratio
0.12
N/A
Treynor Ratio
1.06
N/A
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