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BlackRock Global Allocation Inv A (MDLOX)

22.00 Up 0.04(0.18%) Nov 26

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up16
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2003):35.98%
Worst 1 Yr Total Return(Dec 30, 2008):-20.56%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-2.49-3.30
Beta (against Standard Index)1.051.14
Mean Annual Return0.650.66
R-squared (against Standard Index)92.1185.30
Standard Deviation7.078.05
Sharpe Ratio1.091.02
Treynor Ratio7.407.11
5 Years
Alpha (against Standard Index)-2.79-2.65
Beta (against Standard Index)1.081.19
Mean Annual Return0.630.73
R-squared (against Standard Index)94.7991.27
Standard Deviation9.4210.61
Sharpe Ratio0.790.84
Treynor Ratio6.727.27
10 Years
Alpha (against Standard Index)0.62-0.85
Beta (against Standard Index)1.001.13
Mean Annual Return0.670.61
R-squared (against Standard Index)90.6289.48
Standard Deviation10.2811.67
Sharpe Ratio0.640.50
Treynor Ratio6.204.79