Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Sunday, December 27, 2009, 11:02AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
BlackRock Aurora Inv A (SSRAX)On Dec 24: 15.21  Up 0.08 (0.53%)  
MORE ON SSRAX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2004):14.95%
Worst 1 Yr Total Return (2008):-39.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSSRAXCategory
Alpha (against Standard Index)-6.791.45
Beta (against Standard Index)1.061.13
Mean Annual Return-12.88-0.27
R-squared (against Standard Index)8988.11
Standard Deviation22.4123.88
Sharpe Ratio-0.60N/A
Treynor Ratio-14.25N/A
5 Years
StatisticSSRAXCategory
Alpha (against Standard Index)-5.101.17
Beta (against Standard Index)1.091.15
Mean Annual Return-4.860.26
R-squared (against Standard Index)8786.34
Standard Deviation18.7519.90
Sharpe Ratio-0.33N/A
Treynor Ratio-7.21N/A
10 Years
StatisticSSRAXCategory
Alpha (against Standard Index)6.985.72
Beta (against Standard Index)0.991.04
Mean Annual Return5.930.53
R-squared (against Standard Index)6673.17
Standard Deviation19.7519.87
Sharpe Ratio0.25N/A
Treynor Ratio3.03N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center