Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BKEVX (BlackRock Min Vol EAFE Index Fund Cl K) | NA | 100.06% | 32.33% | 21.56% | 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 |
|---|---|---|
| BKEVX (BlackRock Min Vol EAFE Index Fund Cl K) | 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 | 100.06 | 32.33 | 21.56 | NA | NA | NA | … | … | 0.00 | -40.28 | 0.25 | 16.52 | -5.50 | 21.17 | -6.76 |
| Sharpe Ratio | NA | -0.77 | -0.38 | -0.21 | NA | NA | NA | … | … | NA | -0.83 | 0.00 | 2.15 | -0.71 | 3.44 | -1.46 |
| Standard Deviation(%) | NA | 52.76 | 32.83 | 25.95 | NA | NA | NA | … | … | NA | 65.76 | 20.45 | 7.03 | 9.65 | 6.00 | 9.59 |
| Draw Down(%) | NA | 41.21 | 41.21 | 41.21 | NA | NA | NA | … | … | NA | 41.21 | 27.25 | 4.23 | 11.83 | 2.81 | 9.88 |
| Yield(%) | 0.00 | 100.07 | 38.40 | 26.13 | 12.37 | 8.25 | 6.19 | … | … | 0.00 | 100.56 | 7.29 | 4.72 | 4.46 | 3.74 | 0.75 |
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 |
|---|---|---|---|---|
| BKEVX (BlackRock Min Vol EAFE Index Fund Cl K) |
0.27%
Oct 2017 – Oct 2020 |
20.13%
Sep 2016 – Sep 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BKEVX (BlackRock Min Vol EAFE Index Fund Cl K) |
33.09%
Dec 2018 – Dec 2021 |
22.18%
Nov 2016 – Nov 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart