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BlackRock Global SmallCap Inv A (MDGCX)

28.64 Down 0.23(0.80%) Sep 19

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up14
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 1999):106.69%
Worst 1 Yr Total Return(Dec 30, 2008):-37.75%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticMDGCXCategory
Alpha (against Standard Index)7.755.87
Beta (against Standard Index)0.880.81
Mean Annual Return1.381.17
R-squared (against Standard Index)80.4883.40
Standard Deviation15.2413.85
Sharpe Ratio1.081.04
Treynor Ratio18.9218.01
5 Years
StatisticMDGCXCategory
Alpha (against Standard Index)6.234.92
Beta (against Standard Index)0.920.86
Mean Annual Return1.231.07
R-squared (against Standard Index)84.3685.79
Standard Deviation16.4415.20
Sharpe Ratio0.890.86
Treynor Ratio15.3715.26
10 Years
StatisticMDGCXCategory
Alpha (against Standard Index)3.221.03
Beta (against Standard Index)0.880.85
Mean Annual Return0.980.78
R-squared (against Standard Index)87.3488.01
Standard Deviation17.8017.10
Sharpe Ratio0.570.46
Treynor Ratio10.297.80