Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MBLRX (BlackRock Lg Cap Core B) | NA | 9.22% | 8.07% | 10.91% | 5.78% | 8.17% | NA | … | … |
Data as of 02/01/2018, Common starting date is 10/20/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MBLRX (BlackRock Lg Cap Core B) | 10/20/2000 | 02/01/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.22 | 8.07 | 10.91 | 5.78 | 8.17 | NA | … | … | 0.00 | 12.06 | 9.11 | -0.86 | 10.74 | 32.37 | 13.34 | -0.88 | 10.17 | 19.43 | -37.95 | 4.08 | 11.88 | 12.18 | 13.57 | 30.47 | -18.71 | -5.90 | -10.79 |
| Sharpe Ratio | NA | 0.21 | 0.31 | 0.48 | 0.23 | NA | NA | … | … | 0.00 | 0.28 | 0.62 | -0.06 | 0.84 | 2.67 | 0.98 | -0.03 | 0.49 | 0.74 | -1.00 | 0.06 | 0.63 | 0.79 | 0.85 | 1.69 | -0.87 | -0.43 | -1.36 |
| Standard Deviation(%) | NA | 41.24 | 26.63 | 22.19 | 24.36 | NA | NA | … | … | NA | 41.39 | 14.40 | 15.87 | 12.79 | 12.12 | 13.66 | 26.59 | 20.46 | 26.22 | 38.83 | 16.63 | 13.60 | 12.68 | 14.78 | 17.57 | 22.81 | 19.64 | 36.24 |
| Draw Down(%) | NA | 27.73 | 27.73 | 27.73 | 48.19 | NA | NA | … | … | 0.00 | 27.73 | 13.52 | 11.87 | 9.37 | 6.76 | 12.95 | 26.31 | 18.77 | 25.99 | 50.52 | 11.39 | 12.39 | 8.44 | 12.99 | 12.06 | 28.44 | 22.97 | 16.48 |
| Yield(%) | 0.00 | 31.91 | 14.43 | 11.51 | 6.03 | 8.41 | 4.18 | … | … | 0.00 | 32.51 | 6.95 | 2.64 | 0.00 | 0.00 | 0.35 | 0.00 | 0.00 | 0.20 | 0.00 | 10.57 | 4.84 | 5.83 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/01/2018, Common starting date is 10/20/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBLRX (BlackRock Lg Cap Core B) |
-16.56%
Feb 2006 – Feb 2009 |
-6.06%
Feb 2004 – Feb 2009 |
1.76%
Nov 2000 – Nov 2010 |
4.02%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBLRX (BlackRock Lg Cap Core B) |
22.52%
Mar 2003 – Mar 2006 |
18.87%
Feb 2009 – Feb 2014 |
7.23%
Mar 2003 – Mar 2013 |
8.25%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart