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BlackRock EuroFund R (MREFX)
On
Dec 8
:
10.32
0.25
(2.37%)
MORE ON MREFX
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Research Reports
Risk
As of 31-Oct-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)
:
33.10%
Worst 1 Yr Total Return
(2008)
:
-45.02%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MREFX
Category
Alpha (against Standard Index)
0.71
0.68
Beta (against Standard Index)
1.11
1.08
Mean Annual Return
-5.78
-0.18
R-squared (against Standard Index)
97
91.71
Standard Deviation
27.03
27.25
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-7.39
N/A
5 Years
Statistic
MREFX
Category
Alpha (against Standard Index)
0.30
1.34
Beta (against Standard Index)
1.10
1.08
Mean Annual Return
5.29
0.72
R-squared (against Standard Index)
96
89.99
Standard Deviation
22.20
22.87
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.07
N/A
10 Years
Statistic
MREFX
Category
Alpha (against Standard Index)
2.27
5.43
Beta (against Standard Index)
1.05
1.05
Mean Annual Return
4.00
0.76
R-squared (against Standard Index)
89
77.72
Standard Deviation
20.09
22.13
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.98
N/A
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