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Saturday, December 26, 2009, 9:24PM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
BlackRock Aurora Inv B (SSRPX)On Dec 24: 12.14  Up 0.07 (0.58%)  
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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):14.15%
Worst 1 Yr Total Return (2008):-39.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSSRPXCategory
Alpha (against Standard Index)-7.561.45
Beta (against Standard Index)1.061.13
Mean Annual Return-13.55-0.27
R-squared (against Standard Index)8988.11
Standard Deviation22.4023.88
Sharpe Ratio-0.63N/A
Treynor Ratio-14.90N/A
5 Years
StatisticSSRPXCategory
Alpha (against Standard Index)-5.861.17
Beta (against Standard Index)1.091.15
Mean Annual Return-5.580.26
R-squared (against Standard Index)8786.34
Standard Deviation18.7519.90
Sharpe Ratio-0.37N/A
Treynor Ratio-7.88N/A
10 Years
StatisticSSRPXCategory
Alpha (against Standard Index)6.245.72
Beta (against Standard Index)0.991.04
Mean Annual Return5.150.53
R-squared (against Standard Index)6673.17
Standard Deviation19.7419.87
Sharpe Ratio0.21N/A
Treynor Ratio2.25N/A

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