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BlackRock Aurora Inv B (SSRPX)
On
Dec 24
:
12.14
0.07
(0.58%)
MORE ON SSRPX
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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)
:
14.15%
Worst 1 Yr Total Return
(2008)
:
-39.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SSRPX
Category
Alpha (against Standard Index)
-7.56
1.45
Beta (against Standard Index)
1.06
1.13
Mean Annual Return
-13.55
-0.27
R-squared (against Standard Index)
89
88.11
Standard Deviation
22.40
23.88
Sharpe Ratio
-0.63
N/A
Treynor Ratio
-14.90
N/A
5 Years
Statistic
SSRPX
Category
Alpha (against Standard Index)
-5.86
1.17
Beta (against Standard Index)
1.09
1.15
Mean Annual Return
-5.58
0.26
R-squared (against Standard Index)
87
86.34
Standard Deviation
18.75
19.90
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-7.88
N/A
10 Years
Statistic
SSRPX
Category
Alpha (against Standard Index)
6.24
5.72
Beta (against Standard Index)
0.99
1.04
Mean Annual Return
5.15
0.53
R-squared (against Standard Index)
66
73.17
Standard Deviation
19.74
19.87
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.25
N/A
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