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MRLOX: BlackRock Gbl Alloc R (MUTUAL FUND)
Basic Info 17.36 0.03(0.17%) April 24
Asset Class: | World Allocation |
MyPlanIQ Rating: | (74%) |
Start Date: | 01/28/2003 |
Last Dividend Date: | 12/19/2023 |
12-Mo. Yield | 0.00% |
Expenses | 0.84% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/28/2003 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.7 | 1.8 | 9.2 | -1.1 | 5.5 | 4.3 | 6.2 | 6.1 | 7.4 | 12.0 | -16.5 | 6.1 | 20.4 | 16.8 | -7.9 | 12.9 | 3.4 | -1.4 | 1.6 | 14.0 | 9.6 | -4.0 | 9.5 | 21.3 | -20.8 | 16.3 | 15.6 | 12.4 | 14.3 | 36.8 |
Sharpe Ratio | NA | -0.26 | 0.5 | -0.34 | 0.31 | 0.31 | NA | NA | 0.6 | 0.92 | -1.17 | 0.68 | 1.13 | 2.39 | -1.09 | 3.15 | 0.38 | -0.17 | 0.23 | 1.87 | 1.15 | -0.28 | 0.86 | 1.53 | -1.07 | 1.66 | 1.66 | 1.67 | 1.79 | 4.62 |
Draw Down(%) | NA | 4.5 | 8.5 | 23.2 | 23.2 | 23.2 | NA | NA | 33.2 | 8.5 | 21.8 | 4.6 | 20.9 | 3.2 | 14.4 | 1.3 | 7.6 | 10.1 | 6.4 | 6.3 | 8.5 | 15.3 | 8.7 | 14.7 | 32.9 | 5.8 | 9.5 | 4.3 | 6.8 | 5.7 |
Standard Deviation(%) | NA | 8.3 | 8.2 | 11.3 | 12.3 | 10.1 | NA | NA | 10.6 | 8.5 | 15.3 | 9.0 | 17.7 | 6.4 | 8.5 | 3.9 | 8.5 | 8.2 | 6.8 | 7.5 | 8.4 | 14.7 | 10.9 | 13.9 | 20.3 | 8.1 | 7.4 | 6.1 | 7.4 | 8.5 |
Treynor Ratio | NA | -0.02 | 0.04 | -0.04 | 0.04 | 0.03 | NA | NA | 0.06 | 0.08 | -0.18 | 0.06 | 0.2 | 0.17 | -0.09 | 0.12 | 0.03 | -0.01 | 0.02 | 0.14 | 0.1 | -0.04 | 0.09 | 0.21 | -0.22 | 0.13 | 0.12 | 0.1 | 0.13 | 0.4 |
Alpha | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Beta | NA | 0.99 | 0.98 | 0.98 | 0.99 | 0.99 | NA | NA | 0.99 | 0.99 | 0.99 | 0.95 | 1.0 | 0.93 | 0.99 | 0.99 | 1.0 | 1.0 | 1.0 | 0.99 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 0.99 | 0.99 | 1.0 |
RSquared | NA | 0.99 | 0.97 | 0.97 | 0.97 | 0.97 | NA | NA | 0.99 | 0.97 | 0.98 | 0.92 | 1.0 | 0.71 | 0.97 | 0.98 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 0.99 | 0.99 | 0.99 |
Yield(%) | N/A | 0.0 | 0.8 | 4.8 | 6.3 | 5.4 | 6.2 | 6.2 | N/A | 0.8 | 4.9 | 10.0 | 8.1 | 6.0 | 4.4 | 5.0 | 1.7 | 8.7 | 9.1 | 5.9 | 0.9 | 2.5 | 1.0 | 1.8 | 3.5 | 7.6 | 7.8 | 9.9 | 4.3 | 4.7 |
Dividend Growth(%) | N/A | -100.0 | -86.5 | -5.7 | 1.5 | 42.7 | N/A | N/A | N/A | -86.5 | -52.7 | 36.2 | 52.0 | 16.7 | -3.4 | 210.7 | -83.0 | -11.8 | 62.6 | 618.7 | -66.7 | 182.4 | -34.6 | -61.8 | -49.3 | 2.3 | -17.6 | 148.4 | 23.1 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/28/2003
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