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 Strategic Asset Allocation – Optimal Moderate | NA | 33.27% | 6.86% | 9.34% | 6.27% | 7.23% | 6.46% | … | … |
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 Strategic Asset Allocation – Optimal 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 (%) | -1.01 | 33.27 | 6.86 | 9.34 | 6.27 | 7.23 | 6.46 | … | … | 0.36 | 13.15 | 23.71 | -17.02 | 5.38 | 21.34 | 18.94 | -7.71 | 4.64 | 4.81 | 1.63 | -0.87 | 13.65 | 8.23 | 1.79 | 15.07 | 22.13 | -21.18 | 7.16 | 11.73 | 6.12 | 12.71 | 18.02 | -9.68 | 6.39 |
| Sharpe Ratio | NA | 0.66 | 0.13 | 0.41 | 0.39 | NA | NA | … | … | 0.02 | 0.54 | 1.90 | -1.14 | 0.51 | 1.15 | 1.95 | -0.74 | 0.49 | 0.50 | 0.18 | -0.11 | 1.94 | 0.97 | 0.12 | 1.24 | 1.34 | -0.98 | 0.47 | 1.35 | 0.58 | 1.54 | 1.83 | -0.85 | 0.38 |
| Standard Deviation(%) | NA | 12.05 | 13.08 | 13.88 | 11.93 | NA | NA | … | … | 14.07 | 12.09 | 10.25 | 16.08 | 10.48 | 18.41 | 9.01 | 12.18 | 8.23 | 9.14 | 9.00 | 8.07 | 7.04 | 8.39 | 14.95 | 12.12 | 16.39 | 22.56 | 8.87 | 6.25 | 6.86 | 7.63 | 9.49 | 12.62 | 10.63 |
| Draw Down(%) | NA | 8.82 | 20.72 | 21.86 | 21.86 | NA | NA | … | … | 1.31 | 8.82 | 8.27 | 21.36 | 6.74 | 20.86 | 3.97 | 19.02 | 6.52 | 7.98 | 7.67 | 6.45 | 4.24 | 7.39 | 13.01 | 9.88 | 15.65 | 33.14 | 6.74 | 5.15 | 4.47 | 5.89 | 7.84 | 18.98 | 12.59 |
| Yield(%) | NA | 3.11 | 3.04 | 3.42 | 3.82 | NA | NA | … | … | NA | 0.60 | 3.05 | 1.05 | 4.87 | 5.50 | 2.83 | 0.93 | 0.22 | 0.97 | 6.05 | 13.00 | 8.14 | 3.80 | 1.90 | 1.68 | 1.96 | 2.51 | 8.17 | 9.85 | 5.33 | 9.33 | 2.30 | 4.08 | 2.54 |
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 Strategic Asset Allocation – Optimal Moderate |
-5.53%
Feb 2006 – Feb 2009 |
-0.37%
Feb 2004 – Feb 2009 |
3.37%
Sep 2012 – Sep 2022 |
3.68%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Blackrock SectorS Mutual Funds Strategic Asset Allocation – Optimal Moderate |
18.85%
Feb 2009 – Feb 2012 |
14.46%
Feb 2009 – Feb 2014 |
8.31%
Mar 2003 – Mar 2013 |
8.21%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart