Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SSRPX (BlackRock Aurora Inv B) | NA | 14.45% | -11.64% | -4.56% | 2.73% | NA | NA | … | … |
Data as of 09/02/2010, Common starting date is 01/06/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SSRPX (BlackRock Aurora Inv B) | 01/06/2000 | 09/02/2010 |
| 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 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 14.45 | -11.64 | -4.56 | 2.73 | NA | NA | … | … | 4.36 | 12.35 | -39.86 | 1.16 | 11.74 | 2.22 | 14.15 | 48.64 | -20.33 | 14.97 | 39.55 |
| Sharpe Ratio | NA | 0.64 | -0.30 | -0.18 | 0.04 | NA | NA | … | … | 0.28 | 0.39 | -1.00 | -0.05 | 0.68 | 0.00 | 0.77 | 2.51 | -0.87 | 0.69 | 2.30 |
| Standard Deviation(%) | NA | 22.58 | 40.09 | 33.94 | 29.61 | NA | NA | … | … | 23.18 | 31.20 | 40.65 | 40.95 | 12.52 | 13.59 | 17.24 | 19.07 | 24.69 | 18.65 | 15.77 |
| Draw Down(%) | NA | 19.05 | 67.37 | 67.37 | 67.37 | NA | NA | … | … | 19.05 | 29.72 | 52.06 | 26.32 | 12.53 | 8.57 | 13.82 | 17.30 | 39.53 | 24.64 | 8.70 |
| Yield(%) | 0.00 | 0.30 | 7.98 | 12.73 | 10.90 | 9.81 | 7.35 | … | … | 0.00 | 0.30 | 0.00 | 24.60 | 36.19 | 20.48 | 10.61 | 0.08 | 0.49 | 0.00 | 11.07 |
Data as of 09/02/2010, Common starting date is 01/06/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSRPX (BlackRock Aurora Inv B) |
-19.47%
Feb 2006 – Feb 2009 |
-9.21%
Feb 2004 – Feb 2009 |
2.75%
Aug 2000 – Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSRPX (BlackRock Aurora Inv B) |
26.20%
Mar 2003 – Mar 2006 |
16.51%
Sep 2002 – Sep 2007 |
5.76%
Apr 2000 – Apr 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart