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BlackRock Managed Volatility Inv A (PCBAX)

13.01 Up 0.12(0.93%) Feb 12

Risk as of Jan 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up21
Number of Years Down6
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)0.40-3.48
Beta (against Standard Index)0.720.96
Mean Annual Return0.250.00
R-squared (against Standard Index)74.9768.03
Standard Deviation5.577.86
Sharpe Ratio0.54-0.01
Treynor Ratio3.98-0.39
5 Years
Alpha (against Standard Index)-0.92-2.43
Beta (against Standard Index)0.890.91
Mean Annual Return0.300.18
R-squared (against Standard Index)86.9570.38
Standard Deviation7.428.39
Sharpe Ratio0.480.27
Treynor Ratio3.761.99
10 Years
Alpha (against Standard Index)-1.17-1.46
Beta (against Standard Index)1.040.90
Mean Annual Return0.370.29
R-squared (against Standard Index)93.4678.01
Standard Deviation10.619.96
Sharpe Ratio0.310.27
Treynor Ratio2.642.87