Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CMGBX (BlackRock Low Duration Bd Svc) | NA | 0.23% | 2.68% | 2.10% | 1.94% | 2.36% | 2.42% | … | … |
Data as of 01/07/2022, Common starting date is 06/20/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMGBX (BlackRock Low Duration Bd Svc) | 06/20/1996 | 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 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.23 | 2.68 | 2.10 | 1.94 | 2.36 | 2.42 | … | … | 0.00 | 0.21 | 3.24 | 4.62 | 0.78 | 1.72 | 1.67 | 0.52 | 1.21 | 0.95 | 4.82 | 1.90 | 5.39 | 13.95 | -9.39 | 5.38 | 3.70 | 1.26 | 1.10 | 1.62 | 5.44 | 7.51 | 7.95 | 3.72 | 6.33 | 5.75 | 4.51 |
| Sharpe Ratio | NA | 0.36 | 1.02 | 0.78 | 1.06 | NA | NA | … | … | NA | 0.43 | 0.91 | 2.24 | -0.47 | 1.08 | 1.27 | 0.52 | 1.08 | 0.79 | 4.04 | 1.23 | 2.92 | 4.53 | -2.53 | 1.12 | 0.24 | -0.64 | 0.10 | 0.50 | 2.08 | 1.94 | 1.78 | 0.23 | 1.38 | 1.17 | 2.30 |
| Standard Deviation(%) | NA | 0.57 | 2.09 | 1.77 | 1.48 | NA | NA | … | … | NA | 0.70 | 3.29 | 1.43 | 1.17 | 1.01 | 1.15 | 0.95 | 1.10 | 1.15 | 1.19 | 1.52 | 1.81 | 3.06 | 4.07 | 2.11 | 1.66 | 1.41 | 1.50 | 1.83 | 2.09 | 2.72 | 2.20 | 2.19 | 2.18 | 1.90 | 2.25 |
| Draw Down(%) | NA | 0.31 | 7.30 | 7.30 | 7.30 | NA | NA | … | … | NA | 0.31 | 7.30 | 0.62 | 0.52 | 0.31 | 0.52 | 0.60 | 0.57 | 1.77 | 0.51 | 1.48 | 1.21 | 1.62 | 13.01 | 0.78 | 0.61 | 0.73 | 1.42 | 1.26 | 1.29 | 1.60 | 0.64 | 0.70 | 1.06 | 0.51 | 0.51 |
| Yield(%) | 0.00 | 0.53 | 1.63 | 1.79 | 1.80 | 2.35 | 2.48 | … | … | 0.00 | 0.53 | 1.85 | 2.46 | 2.23 | 1.92 | 1.45 | 1.56 | 1.93 | 1.75 | 2.27 | 2.51 | 2.90 | 4.58 | 4.25 | 4.26 | 3.72 | 3.23 | 1.69 | 2.87 | 3.66 | 5.73 | 5.86 | 5.64 | 5.46 | 5.41 | 3.01 |
Data as of 01/07/2022, Common starting date is 06/20/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMGBX (BlackRock Low Duration Bd Svc) |
-0.52%
Nov 2005 – Nov 2008 |
0.17%
Nov 2003 – Nov 2008 |
1.78%
Mar 2010 – Mar 2020 |
2.18%
Jun 2003 – Jun 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMGBX (BlackRock Low Duration Bd Svc) |
7.17%
Nov 2008 – Nov 2011 |
6.59%
Oct 1996 – Oct 2001 |
4.58%
Aug 1996 – Aug 2006 |
4.24%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart