Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BIIMX (BlackRock Multifactor International Inde) | NA | 97.88% | 34.29% | 21.57% | NA | NA | NA | … | … |
Data as of 01/07/2022, Common starting date is 07/14/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BIIMX (BlackRock Multifactor International Inde) | 07/14/2016 | 01/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 97.88 | 34.29 | 21.57 | NA | NA | NA | … | … | 0.00 | -17.78 | 3.18 | 17.91 | -15.41 | 28.48 | 2.42 |
| Sharpe Ratio | NA | -0.93 | -0.06 | 0.03 | NA | NA | NA | … | … | NA | -0.96 | 0.10 | 1.51 | -1.19 | 3.83 | 0.47 |
| Standard Deviation(%) | NA | 21.64 | 21.60 | 18.25 | NA | NA | NA | … | … | NA | 27.02 | 28.66 | 10.90 | 14.12 | 7.30 | 10.64 |
| Draw Down(%) | NA | 20.60 | 36.59 | 40.37 | NA | NA | NA | … | … | NA | 20.60 | 36.59 | 9.37 | 23.77 | 2.47 | 5.92 |
| Yield(%) | 0.00 | 98.94 | 40.06 | 25.93 | 13.44 | 8.96 | 6.72 | … | … | 0.00 | 101.27 | 1.99 | 4.04 | 7.76 | 6.30 | 1.01 |
Data as of 01/07/2022, Common starting date is 07/14/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BIIMX (BlackRock Multifactor International Inde) |
-3.70%
Mar 2017 – Mar 2020 |
21.45%
Sep 2016 – Sep 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BIIMX (BlackRock Multifactor International Inde) |
35.35%
Dec 2018 – Dec 2021 |
22.41%
Nov 2016 – Nov 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart