Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BKMVX (BlackRock Min Vol USA Index Fund Cl K) | NA | 95.77% | 38.39% | 26.10% | 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 |
|---|---|---|
| BKMVX (BlackRock Min Vol USA 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 | 95.77 | 38.39 | 26.10 | NA | NA | NA | … | … | 0.00 | -44.34 | 5.45 | 28.35 | 1.39 | 19.03 | -2.64 |
| Sharpe Ratio | NA | -0.78 | -0.26 | -0.10 | NA | NA | NA | … | … | NA | -0.84 | 0.18 | 2.81 | 0.00 | 3.38 | -0.64 |
| Standard Deviation(%) | NA | 56.81 | 37.10 | 29.52 | NA | NA | NA | … | … | NA | 70.67 | 28.51 | 9.60 | 13.47 | 5.46 | 9.03 |
| Draw Down(%) | NA | 44.77 | 44.77 | 44.77 | NA | NA | NA | … | … | NA | 44.77 | 32.47 | 3.91 | 12.76 | 2.44 | 7.22 |
| Yield(%) | 0.00 | 98.77 | 44.43 | 31.61 | 15.40 | 10.26 | 7.70 | … | … | 0.00 | 100.39 | 1.75 | 2.88 | 3.89 | 2.19 | 1.15 |
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 |
|---|---|---|---|---|
| BKMVX (BlackRock Min Vol USA Index Fund Cl K) |
6.41%
Mar 2017 – Mar 2020 |
26.06%
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 |
|---|---|---|---|---|
| BKMVX (BlackRock Min Vol USA Index Fund Cl K) |
39.61%
Mar 2018 – Mar 2021 |
26.97%
Oct 2016 – Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart