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    BlackRock Managed Volatility Inv A (PCBAX)

    14.94 Down 0.02(0.13%) Mar 4

    Risk as of Feb 27, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up21
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2009):26.43%
    Worst 1 Yr Total Return(Dec 30, 2008):-26.90%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.07-2.00
    Beta (against Standard Index)0.830.88
    Mean Annual Return0.580.46
    R-squared (against Standard Index)80.9666.31
    Standard Deviation5.706.77
    Sharpe Ratio1.200.82
    Treynor Ratio8.355.59
    5 Years
    Alpha (against Standard Index)-1.48-1.02
    Beta (against Standard Index)1.020.86
    Mean Annual Return0.660.56
    R-squared (against Standard Index)92.5372.24
    Standard Deviation8.958.45
    Sharpe Ratio0.880.81
    Treynor Ratio7.599.10
    10 Years
    Alpha (against Standard Index)-1.42-1.98
    Beta (against Standard Index)1.070.98
    Mean Annual Return0.500.40
    R-squared (against Standard Index)94.8582.06
    Standard Deviation10.6110.41
    Sharpe Ratio0.420.37
    Treynor Ratio3.814.01