Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BQFKX (BlackRock USA Quality Factor Index Fund) | NA | 6.05% | 7.65% | NA | NA | NA | NA | … | … |
Data as of 12/30/2019, Common starting date is 12/23/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BQFKX (BlackRock USA Quality Factor Index Fund) | 12/23/2016 | 12/30/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.05 | 7.65 | NA | NA | NA | NA | … | … | 6.05 | -6.00 | 25.15 | -1.11 |
| Sharpe Ratio | NA | 1.06 | 0.58 | NA | NA | NA | NA | … | … | 0.89 | -0.42 | 3.62 | NA |
| Standard Deviation(%) | NA | 5.33 | 11.17 | NA | NA | NA | NA | … | … | 5.26 | 17.30 | 6.81 | NA |
| Draw Down(%) | NA | 2.46 | 20.49 | NA | NA | NA | NA | … | … | 2.46 | 20.49 | 2.72 | NA |
| Yield(%) | 0.00 | 0.00 | 3.52 | 2.09 | 1.04 | 0.70 | 0.52 | … | … | 0.00 | 3.50 | 6.35 | 0.00 |
Data as of 12/30/2019, Common starting date is 12/23/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BQFKX (BlackRock USA Quality Factor Index Fund) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BQFKX (BlackRock USA Quality Factor Index Fund) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart