BlackRock Advantage International Fund (BGORX)
Fund Summary
The fund seeks to invest at least 80% of its net assets plus the amount of any borrowings for investment purposes in non-U.S. equity securities and equity-like instruments of companies that are components of, or have characteristics similar to, the companies included in the MSCI EAFE® Index (the "MSCI EAFE Index") and derivatives that are tied economically to securities of the MSCI EAFE Index. Equity securities include common stock, preferred stock and convertible securities. It primarily seeks to buy common stock and may also invest in preferred stock and convertible securities.
Risk Overview
Morningstar Risk Rating | |
Best 1Y Total Return | 29.41% |
Worst 1Y Total Return | -- |
Number of Years Up | 9 |
Number of Years Down | 3 |
Performance & Risk
YTD Return | -2.50% |
5y Average Return | 10.39% |
Rank in Category (ytd) | 6 |
% Rank in Category (ytd) | -- |
Beta (5Y Monthly) | 1.02 |
Morningstar Risk Rating |
Risk Statistics
3 Years | 5 Years | 10 Years | ||||
---|---|---|---|---|---|---|
BGORX | Category Average | BGORX | Category Average | BGORX | Category Average | |
Alpha | 4.19 | -0.01 | 2.42 | -0.01 | 0.97 | 0.01 |
BETA | 1.02 | 0.01 | 1.02 | 0.01 | 0.97 | 0.01 |
Mean Annual Return | 0.82 | 0.01 | 1.18 | 0.01 | 0.57 | 0.01 |
R-squared | 93.5 | 0.95 | 93.06 | 0.94 | 92.3 | 0.93 |
Standard Deviation | 17.1 | 0.18 | 16.24 | 0.15 | 15.14 | 0.15 |
Sharpe Ratio | 0.32 | 0 | 0.7 | 0.01 | 0.32 | 0 |
Treynor Ratio | 4.1 | 0.07 | 10.67 | 0.09 | 3.99 | 0.05 |