BlackRock US Mortgage Portfolio

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

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 2.84
Mean 0.4
Sharpe Ratio 1.66
Bear Market Decile Rank 7

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 64.85 78.06
Beta 0.8 1.12
Alpha 1.76 1.7