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BLACKROCK performance

 
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BLACKROCK MUNICIPAL

Fund@NASDAQ Stock Exchange 
United States USD
   
Use BLACKROCK MUNICIPAL INCOME INVE performance within your current portfolio analysis strategies to protect against small markets fluctuations and to find right Fund diversification strategy.  Evaluate Positions
Investment horizon: 
  30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  1,657  in BLACKROCK MUNICIPAL INCOME INVE on April 21, 2013 and sell it today you would lose (11.00) from holding BLACKROCK MUNICIPAL INCOME INVE or give up 0.66% of portfolio value over 30 days. BLACKROCK MUNICIPAL INCOME INVE is currently producing negative expected returns and takes up 0.24% volatility of returns over 30 trading days. Put another way, 3% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
Daily Expected Return (%)
 
Change Benchmark   Risk [Daily Volatility] (%)
Assuming 30 trading days horizon, BLACKROCK MUNICIPAL INCOME INVE is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 2.29 times less risky than the market. the firm trades about -0.17 of its potential returns per unit of risk. The S&P 500 is currently generating roughly 0.56 of returns per unit of risk over similar time horizon.

BLACKROCK
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days BLACKROCK MUNICIPAL INCOME INVE has generated negative risk-adjusted returns adding no value to investors with long positions.
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1 Month Efficiency (a.k Sharpe Ratio) ...

-0.15

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Estimated Market Risk

 0.24
  actual daily
 
 97 %
of total potential
 
Market Risk score

Expected Return

 -0.04
  actual daily
 
 1 %
of total potential
 
Expected Return score

Risk-Adjusted Return

 -0.15
  actual daily
 
 1 %
of total potential
 
Risk-Adjusted Return score
Based on monthly moving average BLACKROCK is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of BLACKROCK by adding it to a well-diversified portfolio.
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