Nasdaq - Delayed Quote
USD
BlackRock Global Equity Mkt Netrl A (BDMAX)
14.91
-0.12
(-0.80%)
At close: November 6 at 8:00:10 PM EST
Fund Summary
Under normal circumstances, the fund invests at least 80% of its total assets in equity instruments and related derivative instruments issued by, or tied economically to, companies located in developed markets. It pursues this market-neutral strategy by taking both long and short positions in a variety of developed market equity instruments. The fund may invest in securities of issuers of any market capitalization and in securities denominated in either U.S. dollars or foreign currencies.
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 21.10% |
|---|---|
| Worst 1Y Total Return | -- |
| Number of Years Up | 9 |
| Number of Years Down | 4 |
Performance & Risk
| YTD Return | 12.73% |
| 5y Average Return | 13.36% |
| Rank in Category (ytd) | 17 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | -0.04 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| |
BDMAX | Category Average | BDMAX | Category Average | BDMAX | Category Average |
|
Alpha
|
14.37 | -- | 9.69 | -- | 5.63 | -- |
|
BETA
|
-0.04 | -- | 0.09 | -- | 0.11 | -- |
|
Mean Annual Return
|
1.56 | -- | 1.13 | -- | 0.69 | -- |
|
R-squared
|
0.18 | -- | 1.5 | -- | 1.48 | -- |
|
Standard Deviation
|
5.83 | -- | 5.65 | -- | 5.61 | -- |
|
Sharpe Ratio
|
2.45 | -- | 1.73 | -- | 1.06 | -- |
|
Treynor Ratio
|
-386.47 | -- | 111.22 | -- | 53.67 | -- |
