BlackRock Allocation Target Shares Series S

Class S (BRASX)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 1.31
Mean 0.29
Sharpe Ratio 2.6
Bear Market Decile Rank 58

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Barclays US Credit TR USD
R-Squared 34.62 64.44
Beta 0.27 0.24
Alpha 2.38 2.04