Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BIMVX (BlackRock Min Vol USA Index Fund Inst) | NA | 95.76% | 38.34% | 26.02% | 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 |
|---|---|---|
| BIMVX (BlackRock Min Vol USA Index Fund Inst) | 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 | 95.76 | 38.34 | 26.02 | NA | NA | NA | … | … | 0.00 | -44.23 | 5.41 | 28.29 | 1.33 | 18.99 | -2.66 |
| Sharpe Ratio | NA | -0.78 | -0.26 | -0.10 | NA | NA | NA | … | … | NA | -0.84 | 0.18 | 2.81 | 0.00 | 3.44 | -0.65 |
| Standard Deviation(%) | NA | 56.71 | 37.01 | 29.44 | NA | NA | NA | … | … | NA | 70.63 | 28.49 | 9.57 | 13.45 | 5.35 | 8.96 |
| Draw Down(%) | NA | 44.66 | 44.66 | 44.66 | NA | NA | NA | … | … | NA | 44.66 | 32.47 | 3.91 | 12.77 | 2.44 | 7.33 |
| Yield(%) | 0.00 | 98.77 | 44.39 | 31.53 | 15.37 | 10.25 | 7.69 | … | … | 0.00 | 100.38 | 1.70 | 2.82 | 3.84 | 2.15 | 1.13 |
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 |
|---|---|---|---|---|
| BIMVX (BlackRock Min Vol USA Index Fund Inst) |
6.36%
Mar 2017 – Mar 2020 |
26.01%
Aug 2016 – Aug 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BIMVX (BlackRock Min Vol USA Index Fund Inst) |
39.54%
Mar 2018 – Mar 2021 |
26.89%
Oct 2016 – Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart