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    BlackRock Global SmallCap Inv A (MDGCX)

    23.02 Up 0.02(0.09%) Nov 27

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up15
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2003):47.78%
    Worst 1 Yr Total Return(Dec 30, 2008):-37.75%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)7.246.37
    Beta (against Standard Index)0.860.78
    Mean Annual Return0.990.88
    R-squared (against Standard Index)68.7176.44
    Standard Deviation12.8011.12
    Sharpe Ratio0.920.95
    Treynor Ratio13.4513.43
    5 Years
    Alpha (against Standard Index)5.905.60
    Beta (against Standard Index)0.880.81
    Mean Annual Return0.770.72
    R-squared (against Standard Index)81.2283.27
    Standard Deviation15.0413.65
    Sharpe Ratio0.610.64
    Treynor Ratio9.4910.19
    10 Years
    Alpha (against Standard Index)3.322.01
    Beta (against Standard Index)0.870.84
    Mean Annual Return0.720.60
    R-squared (against Standard Index)86.8787.35
    Standard Deviation17.8917.20
    Sharpe Ratio0.420.35
    Treynor Ratio6.935.61