BlackRock US Mortgage Portfolio

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 2.85
Mean 0.43
Sharpe Ratio 1.78
Bear Market Decile Rank 8

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Barclays US MBS TR USD
R-Squared 65.17 80.7
Beta 0.83 1.14
Alpha 2.08 1.94