Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BGPSX (Blackrock Fds Gnma Pt Svc) | NA | -0.77% | 3.12% | 2.19% | 1.91% | 3.69% | 3.81% | 4.38% |
Data as of 01/07/2022, AR inception is 05/28/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BGPSX (Blackrock Fds Gnma Pt Svc) | 05/28/1998 | 01/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.77 | 3.12 | 2.19 | 1.91 | 3.69 | 3.81 | 4.38 | 0.00 | -0.68 | 4.11 | 6.25 | 0.19 | 1.12 | 1.27 | 0.69 | 5.91 | -2.98 | 3.78 | 6.51 | 7.11 | 7.79 | 8.49 | 6.74 | 3.98 | 2.24 | 3.47 | 2.79 | 8.61 | 9.54 | 11.57 | -0.16 | 3.87 |
| Sharpe Ratio | NA | -0.61 | 1.21 | 0.62 | 0.57 | NA | NA | 0.93 | NA | -0.66 | 1.39 | 2.32 | -0.40 | 0.20 | 0.52 | 0.25 | 2.07 | -0.67 | 1.85 | 1.96 | 2.26 | 2.02 | 1.19 | 1.04 | 0.23 | 0.03 | 0.79 | 0.62 | 2.64 | 1.72 | 1.83 | -0.84 | 1.37 |
| Standard Deviation(%) | NA | 1.29 | 2.13 | 2.36 | 2.69 | NA | NA | 3.32 | NA | 1.61 | 2.77 | 2.09 | 2.87 | 2.49 | 2.03 | 2.69 | 2.84 | 4.52 | 2.04 | 3.31 | 3.10 | 3.80 | 6.32 | 3.58 | 3.00 | 2.53 | 3.21 | 3.40 | 2.85 | 4.27 | 4.12 | 4.04 | 2.45 |
| Draw Down(%) | NA | 1.22 | 2.74 | 3.02 | 5.83 | NA | NA | 5.83 | NA | 1.22 | 2.74 | 0.76 | 2.45 | 1.64 | 2.83 | 1.55 | 1.02 | 5.83 | 1.17 | 1.75 | 2.59 | 2.10 | 2.90 | 2.41 | 2.28 | 1.71 | 3.12 | 2.20 | 1.88 | 2.06 | 2.71 | 3.57 | 0.90 |
| Yield(%) | 0.00 | 0.92 | 2.45 | 2.69 | 2.75 | 3.90 | 4.04 | 4.54 | 0.00 | 0.92 | 3.00 | 3.33 | 3.53 | 2.98 | 2.52 | 2.20 | 2.10 | 3.25 | 5.37 | 4.45 | 6.23 | 7.44 | 4.43 | 5.14 | 4.58 | 4.53 | 4.49 | 5.63 | 5.81 | 8.16 | 6.54 | 5.83 | 3.52 |
Data as of 01/07/2022, AR inception is 05/28/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BGPSX (Blackrock Fds Gnma Pt Svc) |
0.06%
Oct 2015 - Oct 2018 |
0.64%
Apr 2013 - Apr 2018 |
1.93%
Dec 2011 - Dec 2021 |
3.63%
Oct 2003 - Oct 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BGPSX (Blackrock Fds Gnma Pt Svc) |
10.28%
Jan 2000 - Jan 2003 |
7.86%
Jul 2007 - Jul 2012 |
6.70%
Jan 2000 - Jan 2010 |
5.72%
Jan 2000 - Jan 2015 |
Annualized Rolling Returns Comparison Chart