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BlackRock International Value Inv C (MCIVX)
On
Dec 28
:
19.70
0.06
(0.31%)
MORE ON MCIVX
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Research Reports
Risk
As of 30-Nov-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)
:
25.51%
Worst 1 Yr Total Return
(2008)
:
-43.55%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MCIVX
Category
Alpha (against Standard Index)
-1.61
-0.21
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
-7.53
-0.25
R-squared (against Standard Index)
97
95.18
Standard Deviation
25.29
24.76
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-9.39
N/A
5 Years
Statistic
MCIVX
Category
Alpha (against Standard Index)
-1.73
-0.52
Beta (against Standard Index)
1.04
1.00
Mean Annual Return
2.27
0.46
R-squared (against Standard Index)
97
94.69
Standard Deviation
20.75
20.25
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.69
N/A
10 Years
Statistic
MCIVX
Category
Alpha (against Standard Index)
0.92
2.00
Beta (against Standard Index)
0.98
0.98
Mean Annual Return
2.77
0.46
R-squared (against Standard Index)
94
92.23
Standard Deviation
18.30
18.46
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.16
N/A
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