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BlackRock Exchange BlackRock (STSEX)

On Dec 4: 552.19   1.53 (0.28%)

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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 (2006): 14.65% Worst 1 Yr Total Return (2008): -31.48% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic STSEX Category Alpha (against Standard Index) 3.40 0.38 Beta (against Standard Index) 0.91 1.00 Mean Annual Return -2.81 -0.41 R-squared (against Standard Index) 95 95.50 Standard Deviation 18.13 20.09 Sharpe Ratio -0.20 N/A Treynor Ratio -5.77 N/A 5 Years Statistic STSEX Category Alpha (against Standard Index) 1.79 0.26 Beta (against Standard Index) 0.90 1.01 Mean Annual Return 2.49 0.16 R-squared (against Standard Index) 95 94.84 Standard Deviation 14.71 16.47 Sharpe Ratio 0.04 N/A Treynor Ratio -0.59 N/A 10 Years Statistic STSEX Category Alpha (against Standard Index) 0.50 0.84 Beta (against Standard Index) 0.84 0.97 Mean Annual Return 0.28 0.11 R-squared (against Standard Index) 91 91.16 Standard Deviation 14.09 16.35 Sharpe Ratio -0.12 N/A Treynor Ratio -3.22 N/A
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