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BlackRock EuroFund A (MDEFX)
On
Feb 9
:
11.52
0.24
(2.13%)
MORE ON MDEFX
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Risk
As of 31-Jan-10
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)
:
33.52%
Worst 1 Yr Total Return
(2008)
:
-44.65%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MDEFX
Category
Alpha (against Standard Index)
0.96
0.41
Beta (against Standard Index)
1.12
1.08
Mean Annual Return
-8.26
-0.43
R-squared (against Standard Index)
96
91.42
Standard Deviation
27.21
27.28
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-9.19
N/A
5 Years
Statistic
MDEFX
Category
Alpha (against Standard Index)
0.12
1.55
Beta (against Standard Index)
1.10
1.09
Mean Annual Return
2.80
0.56
R-squared (against Standard Index)
95
89.94
Standard Deviation
22.15
22.81
Sharpe Ratio
0.11
N/A
Treynor Ratio
-0.10
N/A
10 Years
Statistic
MDEFX
Category
Alpha (against Standard Index)
3.41
3.67
Beta (against Standard Index)
1.06
1.04
Mean Annual Return
4.47
0.56
R-squared (against Standard Index)
89
80.00
Standard Deviation
19.97
21.06
Sharpe Ratio
0.18
N/A
Treynor Ratio
1.53
N/A
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