Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Blackrock SectorS Mutual Funds Tactical Asset Allocation Moderate | NA | 31.82% | 5.84% | 10.67% | 7.51% | 8.32% | 7.69% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Blackrock SectorS Mutual Funds Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.13 | 31.82 | 5.84 | 10.67 | 7.51 | 8.32 | 7.69 | … | … | 0.71 | 15.89 | 15.64 | -13.25 | 10.81 | 21.49 | 13.91 | -4.78 | 10.93 | 8.70 | -2.61 | 7.80 | 20.08 | 8.43 | 1.20 | 9.61 | 7.43 | 1.76 | 7.72 | 10.72 | 0.37 | 11.76 | 17.58 | 7.53 | 7.79 |
| Sharpe Ratio | NA | 0.83 | 0.17 | 0.59 | 0.55 | NA | NA | … | … | 0.05 | 0.69 | 1.24 | -1.26 | 1.17 | 1.71 | 1.67 | -0.54 | 1.00 | 1.18 | -0.33 | 1.03 | 2.54 | 0.99 | 0.09 | 0.93 | 0.89 | 0.15 | 0.53 | 1.25 | -0.21 | 1.41 | 2.40 | 1.46 | 1.04 |
| Standard Deviation(%) | NA | 13.42 | 11.60 | 11.35 | 10.23 | NA | NA | … | … | 13.28 | 13.48 | 9.17 | 11.64 | 9.26 | 12.40 | 7.47 | 11.36 | 10.35 | 7.18 | 7.96 | 7.55 | 7.89 | 8.45 | 12.58 | 10.27 | 8.22 | 5.62 | 8.87 | 5.95 | 8.67 | 7.70 | 7.04 | 4.40 | 5.24 |
| Draw Down(%) | NA | 8.35 | 16.78 | 18.72 | 18.72 | NA | NA | … | … | 1.15 | 8.34 | 6.18 | 15.27 | 4.36 | 7.46 | 3.96 | 16.85 | 6.49 | 4.70 | 7.76 | 4.79 | 4.53 | 6.87 | 11.98 | 9.18 | 4.69 | 4.90 | 7.13 | 5.06 | 5.67 | 6.53 | 4.37 | 2.87 | 4.36 |
| Yield(%) | NA | 8.90 | 4.98 | 5.67 | 5.93 | NA | NA | … | … | NA | 6.84 | 3.11 | 1.04 | 8.62 | 5.92 | 3.90 | 3.58 | 6.96 | 2.99 | 4.75 | 14.79 | 10.90 | 3.79 | 1.89 | 1.88 | 3.22 | 4.60 | 4.25 | 9.88 | 1.79 | 9.04 | 3.32 | 5.22 | 6.42 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Blackrock SectorS Mutual Funds Tactical Asset Allocation Moderate |
2.45%
Sep 2020 – Sep 2023 |
3.38%
Feb 2018 – Feb 2023 |
5.54%
Oct 2013 – Oct 2023 |
6.01%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Blackrock SectorS Mutual Funds Tactical Asset Allocation Moderate |
15.32%
Dec 2018 – Dec 2021 |
11.25%
Sep 2019 – Sep 2024 |
9.48%
Aug 2011 – Aug 2021 |
8.52%
Aug 2006 – Aug 2021 |
Annualized Rolling Returns Comparison Chart