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BlackRock LifePath Retirement I (STLAX)
On
Dec 18
:
10.82
0.01
(0.09%)
MORE ON STLAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
8.80%
Worst 1 Yr Total Return
(2008)
:
-15.04%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
STLAX
Category
Alpha (against Standard Index)
0.02
-0.74
Beta (against Standard Index)
0.76
0.72
Mean Annual Return
1.48
0.10
R-squared (against Standard Index)
96
92.00
Standard Deviation
10.22
9.91
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-1.05
N/A
5 Years
Statistic
STLAX
Category
Alpha (against Standard Index)
-0.52
-1.52
Beta (against Standard Index)
0.74
0.68
Mean Annual Return
3.90
0.25
R-squared (against Standard Index)
94
89.60
Standard Deviation
8.19
7.76
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.23
N/A
10 Years
Statistic
STLAX
Category
Alpha (against Standard Index)
-0.02
-0.29
Beta (against Standard Index)
0.62
0.49
Mean Annual Return
4.24
0.32
R-squared (against Standard Index)
86
83.04
Standard Deviation
6.60
5.33
Sharpe Ratio
0.23
N/A
Treynor Ratio
2.13
N/A
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