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 03.31.2014

Standard Deviation 2.82
Mean 0.37
Sharpe Ratio 1.54
Bear Market Decile Rank 8

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Barclays US MBS TR USD
R-Squared 64.95 77.55
Beta 0.8 1.11
Alpha 1.42 1.37