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BlackRock Aurora Inv C (SSRDX)
On
Dec 8
:
11.28
0.10
(0.88%)
MORE ON SSRDX
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Research Reports
Risk
As of 31-Oct-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)
:
14.15%
Worst 1 Yr Total Return
(2008)
:
-39.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SSRDX
Category
Alpha (against Standard Index)
-6.07
2.78
Beta (against Standard Index)
1.08
1.14
Mean Annual Return
-13.62
-0.31
R-squared (against Standard Index)
89
88.48
Standard Deviation
22.37
23.83
Sharpe Ratio
-0.64
N/A
Treynor Ratio
-14.88
N/A
5 Years
Statistic
SSRDX
Category
Alpha (against Standard Index)
-4.24
2.11
Beta (against Standard Index)
1.12
1.17
Mean Annual Return
-4.56
0.29
R-squared (against Standard Index)
86
86.78
Standard Deviation
19.17
20.06
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-6.79
N/A
10 Years
Statistic
SSRDX
Category
Alpha (against Standard Index)
7.22
6.25
Beta (against Standard Index)
1.00
1.05
Mean Annual Return
5.71
0.54
R-squared (against Standard Index)
66
72.80
Standard Deviation
19.90
19.97
Sharpe Ratio
0.23
N/A
Treynor Ratio
2.74
N/A
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