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BlackRock Aurora Inv A (SSRAX)
On
Dec 24
:
15.21
0.08
(0.53%)
MORE ON SSRAX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
SSRAX
Category
Alpha (against Standard Index)
-6.79
1.45
Beta (against Standard Index)
1.06
1.13
Mean Annual Return
-12.88
-0.27
R-squared (against Standard Index)
89
88.11
Standard Deviation
22.41
23.88
Sharpe Ratio
-0.60
N/A
Treynor Ratio
-14.25
N/A
5 Years
Statistic
SSRAX
Category
Alpha (against Standard Index)
-5.10
1.17
Beta (against Standard Index)
1.09
1.15
Mean Annual Return
-4.86
0.26
R-squared (against Standard Index)
87
86.34
Standard Deviation
18.75
19.90
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-7.21
N/A
10 Years
Statistic
SSRAX
Category
Alpha (against Standard Index)
6.98
5.72
Beta (against Standard Index)
0.99
1.04
Mean Annual Return
5.93
0.53
R-squared (against Standard Index)
66
73.17
Standard Deviation
19.75
19.87
Sharpe Ratio
0.25
N/A
Treynor Ratio
3.03
N/A
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