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BlackRock Small Cap Value Instl (PNSEX)

On Dec 2: 6.66   0.06 (0.91%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2004): 20.17% Worst 1 Yr Total Return (2008): -35.04% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic PNSEX Category Alpha (against Standard Index) -4.14 1.01 Beta (against Standard Index) 1.07 1.19 Mean Annual Return -11.86 -0.48 R-squared (against Standard Index) 87 87.23 Standard Deviation 22.37 24.84 Sharpe Ratio -0.56 N/A Treynor Ratio -13.34 N/A 5 Years Statistic PNSEX Category Alpha (against Standard Index) -1.10 1.42 Beta (against Standard Index) 1.12 1.21 Mean Annual Return -1.53 0.23 R-squared (against Standard Index) 85 84.16 Standard Deviation 19.29 21.07 Sharpe Ratio -0.14 N/A Treynor Ratio -4.07 N/A 10 Years Statistic PNSEX Category Alpha (against Standard Index) 5.92 7.80 Beta (against Standard Index) 0.86 1.01 Mean Annual Return 5.18 0.68 R-squared (against Standard Index) 62 64.84 Standard Deviation 17.57 20.31 Sharpe Ratio 0.21 N/A Treynor Ratio 2.56 N/A
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