BlackRock US Mortgage Portfolio

Scorecard
4 / 5 Stars
Lipper
5 5 5 2 1
Zacks Investment Research
---
Standard & Poor's
3 / 5 Stars
TheStreet.com
B- (Buy)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 2.78
Mean 0.39
Sharpe Ratio 1.64
Bear Market Decile Rank 8

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 64.7 76.98
Beta 0.79 1.1
Alpha 1.62 1.4