Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MAPWX (BlackRock Core Princ Prot I) | NA | 1.50% | -11.30% | -4.49% | NA | NA | NA | … | … |
Data as of 03/01/2010, Common starting date is 03/11/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MAPWX (BlackRock Core Princ Prot I) | 03/11/2003 | 03/01/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.50 | -11.30 | -4.49 | NA | NA | NA | … | … | -0.29 | -1.31 | -31.95 | 4.67 | 12.52 | 2.86 | -0.09 | 12.89 |
| Sharpe Ratio | NA | 0.52 | -0.84 | -0.44 | NA | NA | NA | … | … | -0.83 | -0.56 | -1.66 | 0.10 | 0.68 | 0.05 | -0.07 | 1.41 |
| Standard Deviation(%) | NA | 2.16 | 14.87 | 14.51 | NA | NA | NA | … | … | 2.34 | 2.52 | 19.71 | 16.69 | 13.56 | 13.62 | 13.85 | 10.94 |
| Draw Down(%) | NA | 1.32 | 38.21 | 38.21 | NA | NA | NA | … | … | 1.17 | 3.76 | 33.63 | 11.37 | 12.38 | 8.25 | 9.68 | 6.66 |
| Yield(%) | 0.00 | 0.00 | 6.33 | 5.94 | 3.42 | 2.28 | 1.71 | … | … | 0.00 | 0.00 | 0.00 | 19.10 | 9.69 | 0.00 | 0.00 | 0.00 |
Data as of 03/01/2010, Common starting date is 03/11/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAPWX (BlackRock Core Princ Prot I) |
-11.95%
Jan 2007 – Jan 2010 |
-5.43%
Nov 2004 – Nov 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAPWX (BlackRock Core Princ Prot I) |
8.62%
May 2004 – May 2007 |
3.30%
Apr 2003 – Apr 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart