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BlackRock Small Cap Growth II C (MCSWX)
On
Dec 24
:
10.36
0.04
(0.39%)
MORE ON MCSWX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
13.91%
Worst 1 Yr Total Return
(2008)
:
-41.68%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MCSWX
Category
Alpha (against Standard Index)
0.82
0.16
Beta (against Standard Index)
1.11
1.12
Mean Annual Return
-6.73
-0.38
R-squared (against Standard Index)
81
84.86
Standard Deviation
24.54
24.29
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-8.07
N/A
5 Years
Statistic
MCSWX
Category
Alpha (against Standard Index)
0.84
-0.01
Beta (against Standard Index)
1.16
1.17
Mean Annual Return
0.38
0.16
R-squared (against Standard Index)
76
80.32
Standard Deviation
21.29
20.99
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-2.25
N/A
10 Years
Statistic
MCSWX
Category
Alpha (against Standard Index)
5.06
4.06
Beta (against Standard Index)
1.13
1.16
Mean Annual Return
1.95
0.37
R-squared (against Standard Index)
45
57.27
Standard Deviation
27.18
25.21
Sharpe Ratio
0.10
N/A
Treynor Ratio
-0.86
N/A
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