Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BGPBX (BlackRock GNMA Inv B) | NA | -0.61% | -2.21% | -1.39% | 0.06% | 0.15% | NA | … | … |
Data as of 07/21/2015, Common starting date is 06/26/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BGPBX (BlackRock GNMA Inv B) | 06/26/2000 | 07/21/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.61 | -2.21 | -1.39 | 0.06 | 0.15 | NA | … | … | -1.21 | 3.76 | -6.18 | -1.64 | 1.97 | 0.79 | 0.20 | 3.81 | 1.46 | -0.83 | -2.33 | -1.10 | -2.82 | 2.60 | 1.21 | 3.67 |
| Sharpe Ratio | NA | -0.29 | -0.64 | -0.39 | -0.21 | NA | NA | … | … | -1.00 | 1.32 | -1.42 | -0.67 | 0.57 | 0.15 | 0.03 | 0.47 | -0.48 | -1.53 | -2.05 | -0.74 | -1.18 | 0.61 | -0.26 | 1.21 |
| Standard Deviation(%) | NA | 2.16 | 3.42 | 3.69 | 3.82 | NA | NA | … | … | 2.21 | 2.84 | 4.37 | 2.55 | 3.40 | 4.70 | 3.88 | 6.17 | 3.29 | 2.71 | 2.20 | 2.77 | 2.98 | 2.46 | 4.30 | 2.57 |
| Draw Down(%) | NA | 1.71 | 10.16 | 11.75 | 11.75 | NA | NA | … | … | 1.71 | 1.12 | 7.25 | 3.23 | 2.27 | 6.06 | 3.82 | 4.02 | 3.43 | 4.02 | 3.43 | 3.99 | 3.99 | 1.87 | 4.51 | 0.92 |
| Yield(%) | 0.00 | 1.09 | 2.32 | 3.25 | 3.90 | 4.37 | 3.32 | … | … | 0.43 | 1.24 | 2.43 | 4.55 | 3.67 | 5.45 | 6.61 | 3.54 | 4.21 | 3.74 | 3.78 | 3.68 | 4.75 | 4.94 | 7.21 | 3.29 |
Data as of 07/21/2015, Common starting date is 06/26/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BGPBX (BlackRock GNMA Inv B) |
-3.14%
Nov 2010 – Nov 2013 |
-1.76%
Jul 2002 – Jul 2007 |
-0.42%
Dec 2003 – Dec 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BGPBX (BlackRock GNMA Inv B) |
4.11%
Jul 2007 – Jul 2010 |
2.31%
Jul 2007 – Jul 2012 |
0.98%
Jul 2000 – Jul 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart