BlackRock Allocation Target Shares Series M

Class M (BRAMX)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 3.98
Mean 0.55
Sharpe Ratio 1.63
Bear Market Decile Rank 1

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Barclays US MBS TR USD
R-Squared 79.53 83.01
Beta 1.25 1.63
Alpha 1.82 1.78