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BlackRock Small Cap Growth II A (MDSWX)
On
Dec 30
:
11.27
0.01
(0.09%)
MORE ON MDSWX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
14.85%
Worst 1 Yr Total Return
(2008)
:
-41.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MDSWX
Category
Alpha (against Standard Index)
1.87
0.16
Beta (against Standard Index)
1.12
1.12
Mean Annual Return
-5.77
-0.38
R-squared (against Standard Index)
81
84.86
Standard Deviation
24.62
24.29
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-7.20
N/A
5 Years
Statistic
MDSWX
Category
Alpha (against Standard Index)
1.77
-0.01
Beta (against Standard Index)
1.16
1.17
Mean Annual Return
1.31
0.16
R-squared (against Standard Index)
76
80.32
Standard Deviation
21.34
20.99
Sharpe Ratio
0.03
N/A
Treynor Ratio
-1.45
N/A
10 Years
Statistic
MDSWX
Category
Alpha (against Standard Index)
5.93
4.06
Beta (against Standard Index)
1.13
1.16
Mean Annual Return
2.83
0.37
R-squared (against Standard Index)
45
57.27
Standard Deviation
27.22
25.21
Sharpe Ratio
0.13
N/A
Treynor Ratio
-0.09
N/A
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