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BlackRock Core Princ Prot C (MCPWX)
On
Dec 2
:
6.57
0.00
(0.00%)
MORE ON MCPWX
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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)
:
11.36%
Worst 1 Yr Total Return
(2008)
:
-32.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MCPWX
Category
Alpha (against Standard Index)
-10.05
0.38
Beta (against Standard Index)
0.47
1.00
Mean Annual Return
-11.44
-0.41
R-squared (against Standard Index)
57
95.50
Standard Deviation
12.32
20.09
Sharpe Ratio
-1.12
N/A
Treynor Ratio
-29.21
N/A
5 Years
Statistic
MCPWX
Category
Alpha (against Standard Index)
-3.96
0.26
Beta (against Standard Index)
0.55
1.01
Mean Annual Return
-2.41
0.16
R-squared (against Standard Index)
56
94.84
Standard Deviation
11.87
16.47
Sharpe Ratio
-0.40
N/A
Treynor Ratio
-9.81
N/A
10 Years
Statistic
MCPWX
Category
Alpha (against Standard Index)
N/A
0.84
Beta (against Standard Index)
N/A
0.97
Mean Annual Return
N/A
0.11
R-squared (against Standard Index)
N/A
91.16
Standard Deviation
N/A
16.35
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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