Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BIGEX (BlackRock US Gov bd Port B1) | NA | 1.00% | -0.09% | 0.69% | NA | NA | NA | … | … |
Data as of 02/01/2018, Common starting date is 07/19/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BIGEX (BlackRock US Gov bd Port B1) | 07/19/2011 | 02/01/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.00 | -0.09 | 0.69 | NA | NA | NA | … | … | 0.00 | 0.94 | 0.75 | -0.24 | 4.70 | -3.00 | 1.90 | 3.01 |
| Sharpe Ratio | NA | 0.13 | -0.14 | 0.17 | NA | NA | NA | … | … | 0.00 | 0.12 | 0.20 | -0.08 | 1.93 | -0.94 | 0.80 | 1.38 |
| Standard Deviation(%) | NA | 2.35 | 2.80 | 2.84 | NA | NA | NA | … | … | 36.22 | 2.53 | 2.73 | 3.25 | 2.43 | 3.22 | 2.32 | 4.86 |
| Draw Down(%) | NA | 1.67 | 4.36 | 5.16 | NA | NA | NA | … | … | 0.00 | 1.67 | 4.36 | 2.68 | 0.94 | 5.16 | 1.21 | 2.54 |
| Yield(%) | 0.00 | 1.29 | 1.42 | 1.52 | 1.07 | 0.71 | 0.53 | … | … | 0.00 | 1.43 | 1.34 | 1.73 | 1.58 | 1.81 | 0.97 | 1.88 |
Data as of 02/01/2018, Common starting date is 07/19/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BIGEX (BlackRock US Gov bd Port B1) |
-0.09%
Jan 2015 – Jan 2018 |
0.58%
Nov 2012 – Nov 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BIGEX (BlackRock US Gov bd Port B1) |
2.79%
Aug 2013 – Aug 2016 |
1.54%
Aug 2011 – Aug 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart