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BlackRock EuroFund C (MCEFX)
On
Dec 7
:
9.94
0.11
(1.09%)
MORE ON MCEFX
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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)
:
32.36%
Worst 1 Yr Total Return
(2008)
:
-45.12%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MCEFX
Category
Alpha (against Standard Index)
0.49
0.68
Beta (against Standard Index)
1.11
1.08
Mean Annual Return
-6.00
-0.18
R-squared (against Standard Index)
97
91.71
Standard Deviation
27.06
27.25
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-7.58
N/A
5 Years
Statistic
MCEFX
Category
Alpha (against Standard Index)
-0.08
1.34
Beta (against Standard Index)
1.10
1.08
Mean Annual Return
4.89
0.72
R-squared (against Standard Index)
96
89.99
Standard Deviation
22.21
22.87
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.71
N/A
10 Years
Statistic
MCEFX
Category
Alpha (against Standard Index)
1.86
5.43
Beta (against Standard Index)
1.05
1.05
Mean Annual Return
3.59
0.76
R-squared (against Standard Index)
89
77.72
Standard Deviation
20.05
22.13
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.59
N/A
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