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BlackRock Focus Value A (MDPNX)
On
Dec 4
:
9.75
0.05
(0.51%)
MORE ON MDPNX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
20.94%
Worst 1 Yr Total Return
(2008)
:
-37.81%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MDPNX
Category
Alpha (against Standard Index)
0.25
-1.05
Beta (against Standard Index)
1.13
1.02
Mean Annual Return
-8.31
-0.55
R-squared (against Standard Index)
94
94.27
Standard Deviation
22.67
20.65
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-9.51
N/A
5 Years
Statistic
MDPNX
Category
Alpha (against Standard Index)
0.64
0.04
Beta (against Standard Index)
1.14
1.02
Mean Annual Return
0.29
0.14
R-squared (against Standard Index)
92
93.13
Standard Deviation
18.82
16.85
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.41
N/A
10 Years
Statistic
MDPNX
Category
Alpha (against Standard Index)
5.70
2.54
Beta (against Standard Index)
1.17
0.88
Mean Annual Return
3.55
0.27
R-squared (against Standard Index)
84
80.76
Standard Deviation
20.60
15.89
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.49
N/A
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