Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BGRAX (Blackrock Funds – Global Equity Absolute Return Fund) | NA | 18.08% | 2.90% | 3.19% | 3.71% | NA | NA | … | … |
Data as of 06/07/2011, Common starting date is 08/07/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BGRAX (Blackrock Funds – Global Equity Absolute Return Fund) | 08/07/1997 | 06/07/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 18.08 | 2.90 | 3.19 | 3.71 | NA | NA | … | … | 3.70 | 10.43 | 18.32 | -24.70 | 3.68 | 11.78 | 7.60 | 10.49 | 19.47 | -11.62 | 1.27 | 5.89 | 2.71 | 14.66 | 3.23 |
| Sharpe Ratio | NA | 1.84 | 0.13 | 0.12 | 0.17 | NA | NA | … | … | 1.13 | 0.86 | 0.98 | -1.01 | 0.07 | 1.22 | 0.82 | 1.32 | 1.91 | -0.83 | -0.08 | 0.14 | -0.05 | 0.98 | 0.37 |
| Standard Deviation(%) | NA | 9.78 | 19.15 | 16.17 | 13.68 | NA | NA | … | … | 7.79 | 12.02 | 18.55 | 25.30 | 10.04 | 6.96 | 6.62 | 7.24 | 9.82 | 15.26 | 13.30 | 13.56 | 10.53 | 11.62 | 12.91 |
| Draw Down(%) | NA | 5.58 | 34.74 | 40.92 | 40.92 | NA | NA | … | … | 4.53 | 11.83 | 19.56 | 34.55 | 6.63 | 5.43 | 3.51 | 6.09 | 9.28 | 23.52 | 14.99 | 12.52 | 11.37 | 12.32 | 6.08 |
| Yield(%) | 0.00 | 1.12 | 2.19 | 4.32 | 3.61 | 4.69 | 3.52 | … | … | 0.00 | 1.43 | 2.19 | 3.96 | 6.96 | 8.13 | 4.65 | 1.72 | 2.06 | 2.20 | 2.95 | 8.05 | 11.71 | 13.89 | 4.77 |
Data as of 06/07/2011, Common starting date is 08/07/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BGRAX (Blackrock Funds – Global Equity Absolute Return Fund) |
-9.62%
Feb 2006 – Feb 2009 |
-2.92%
Feb 2004 – Feb 2009 |
0.35%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BGRAX (Blackrock Funds – Global Equity Absolute Return Fund) |
14.31%
Mar 2003 – Mar 2006 |
11.82%
Sep 2002 – Sep 2007 |
6.93%
Oct 1997 – Oct 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart