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BlackRock Focus Growth A (MDFOX)
On
Dec 4
:
2.10
0.01
(0.48%)
MORE ON MDFOX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
29.23%
Worst 1 Yr Total Return
(2008)
:
-34.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MDFOX
Category
Alpha (against Standard Index)
9.89
2.45
Beta (against Standard Index)
1.11
1.00
Mean Annual Return
0.34
-0.24
R-squared (against Standard Index)
69
88.47
Standard Deviation
26.09
20.84
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.87
N/A
5 Years
Statistic
MDFOX
Category
Alpha (against Standard Index)
5.37
0.94
Beta (against Standard Index)
1.10
1.01
Mean Annual Return
4.67
0.21
R-squared (against Standard Index)
67
86.37
Standard Deviation
21.31
17.46
Sharpe Ratio
0.18
N/A
Treynor Ratio
1.50
N/A
10 Years
Statistic
MDFOX
Category
Alpha (against Standard Index)
N/A
0.18
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.04
R-squared (against Standard Index)
N/A
78.62
Standard Deviation
N/A
19.22
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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