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BlackRock International Value Inv A (MDIVX)
On
Jan 6
:
21.06
0.08
(0.38%)
MORE ON MDIVX
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Research Reports
Risk
As of 30-Nov-09
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)
:
26.48%
Worst 1 Yr Total Return
(2008)
:
-42.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MDIVX
Category
Alpha (against Standard Index)
-0.56
-0.21
Beta (against Standard Index)
1.05
1.01
Mean Annual Return
-6.56
-0.25
R-squared (against Standard Index)
97
95.18
Standard Deviation
25.31
24.76
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-8.45
N/A
5 Years
Statistic
MDIVX
Category
Alpha (against Standard Index)
-0.79
-0.52
Beta (against Standard Index)
1.04
1.00
Mean Annual Return
3.23
0.46
R-squared (against Standard Index)
97
94.69
Standard Deviation
20.76
20.25
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.23
N/A
10 Years
Statistic
MDIVX
Category
Alpha (against Standard Index)
2.17
2.00
Beta (against Standard Index)
0.99
0.98
Mean Annual Return
4.04
0.46
R-squared (against Standard Index)
94
92.23
Standard Deviation
18.39
18.46
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.13
N/A
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