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 02.28.2014

Standard Deviation 2.8
Mean 0.42
Sharpe Ratio 1.76
Bear Market Decile Rank 7

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 64.61 77.49
Beta 0.79 1.11
Alpha 1.97 1.73