Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BIMFX (BlackRock Multifactor USA Index Fund Ins) | NA | 100.14% | 41.65% | 25.58% | NA | NA | NA | … | … |
Data as of 01/07/2022, Common starting date is 07/14/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BIMFX (BlackRock Multifactor USA Index Fund Ins) | 07/14/2016 | 01/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 100.14 | 41.65 | 25.58 | NA | NA | NA | … | … | 0.00 | -13.81 | 11.51 | 26.08 | -9.83 | 21.05 | 8.03 |
| Sharpe Ratio | NA | -0.91 | 0.25 | 0.24 | NA | NA | NA | … | … | NA | -0.94 | 0.34 | 1.85 | -0.67 | 2.82 | 1.72 |
| Standard Deviation(%) | NA | 17.31 | 22.84 | 19.54 | NA | NA | NA | … | … | NA | 21.80 | 33.10 | 13.33 | 16.55 | 7.29 | 10.20 |
| Draw Down(%) | NA | 16.32 | 35.67 | 35.67 | NA | NA | NA | … | … | NA | 16.32 | 35.67 | 7.75 | 21.32 | 3.02 | 4.30 |
| Yield(%) | 0.00 | 100.07 | 47.02 | 30.14 | 16.33 | 10.89 | 8.16 | … | … | 0.00 | 103.83 | 1.64 | 4.77 | 4.29 | 6.54 | 1.03 |
Data as of 01/07/2022, Common starting date is 07/14/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BIMFX (BlackRock Multifactor USA Index Fund Ins) |
0.44%
Mar 2017 – Mar 2020 |
25.74%
Dec 2016 – Dec 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BIMFX (BlackRock Multifactor USA Index Fund Ins) |
42.28%
Dec 2018 – Dec 2021 |
27.75%
Oct 2016 – Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart