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BlackRock Energy & Resources Inv A (SSGRX)
On
Dec 22
:
31.84
0.35
(1.11%)
MORE ON SSGRX
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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
(2005)
:
56.79%
Worst 1 Yr Total Return
(2008)
:
-53.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SSGRX
Category
Alpha (against Standard Index)
13.20
8.86
Beta (against Standard Index)
1.38
1.20
Mean Annual Return
-1.94
0.30
R-squared (against Standard Index)
43
50.47
Standard Deviation
41.56
33.90
Sharpe Ratio
0.11
N/A
Treynor Ratio
-3.06
N/A
5 Years
Statistic
SSGRX
Category
Alpha (against Standard Index)
14.22
11.44
Beta (against Standard Index)
1.38
1.20
Mean Annual Return
9.70
1.11
R-squared (against Standard Index)
38
41.53
Standard Deviation
35.81
29.96
Sharpe Ratio
0.36
N/A
Treynor Ratio
4.88
N/A
10 Years
Statistic
SSGRX
Category
Alpha (against Standard Index)
25.33
15.51
Beta (against Standard Index)
1.06
1.00
Mean Annual Return
22.61
1.36
R-squared (against Standard Index)
27
34.11
Standard Deviation
32.76
28.06
Sharpe Ratio
0.71
N/A
Treynor Ratio
18.58
N/A
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