Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BREDX (BlkRk EmrgMkt Ll Dbt Prtfl II) | NA | -253,168.42% | nan% | nan% | nan% | nan% | NA | … | … |
Data as of 12/18/2023, Common starting date is 02/11/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BREDX (BlkRk EmrgMkt Ll Dbt Prtfl II) | 02/11/2008 | 12/18/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -233,203.45 | -253,168.42 | nan | nan | nan | nan | NA | … | … | -253,087.04 | -11.10 | -9.38 | 15.62 | 6.43 | -10.60 | 5.63 | 12.99 | 4.29 | 0.21 | -9.22 | 20.27 | 5.23 | 11.37 | 24.16 | -11.12 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | -1.23 | -1.65 | 1.54 | 0.66 | -1.64 | 1.12 | 2.01 | 0.68 | 0.04 | -1.17 | 3.64 | 0.90 | 1.95 | 3.73 | -0.85 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 10.22 | 5.71 | 9.93 | 7.60 | 7.27 | 4.49 | 6.36 | 6.28 | 5.40 | 7.90 | 5.60 | 5.79 | 5.79 | 6.44 | 15.58 |
| Draw Down(%) | NA | 233,061.04 | 202,985.45 | 202,985.45 | 202,985.45 | NA | NA | … | … | 233,061.04 | 19.90 | 11.73 | 14.39 | 9.00 | 14.21 | 3.09 | 4.65 | 7.27 | 6.96 | 15.56 | 4.22 | 6.41 | 5.05 | 4.19 | 29.61 |
| Yield(%) | 100.04 | 108.38 | 29.10 | 21.72 | 11.67 | 11.91 | 7.65 | … | … | 108.51 | 4.69 | 3.85 | 4.19 | 6.42 | 4.55 | 6.20 | 4.82 | 3.18 | 4.73 | 4.21 | 17.43 | 5.11 | 6.14 | 6.36 | 4.04 |
Data as of 12/18/2023, Common starting date is 02/11/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BREDX (BlkRk EmrgMkt Ll Dbt Prtfl II) |
-4.38%
Oct 2020 – Oct 2023 |
-3.67%
Oct 2017 – Oct 2022 |
-0.42%
Oct 2012 – Oct 2022 |
3.15%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BREDX (BlkRk EmrgMkt Ll Dbt Prtfl II) |
17.92%
Oct 2008 – Oct 2011 |
13.22%
Oct 2008 – Oct 2013 |
7.14%
Oct 2008 – Oct 2018 |
4.94%
Nov 2008 – Nov 2023 |
Annualized Rolling Returns Comparison Chart