Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BKIMX (BlackRock Multifactor International Inde) | NA | 97.88% | 34.32% | 21.62% | 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 |
|---|---|---|
| BKIMX (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 | 34.32 | 21.62 | NA | NA | NA | … | … | 0.00 | 1.91 | 3.22 | 17.95 | -15.35 | 28.53 | 2.44 |
| Sharpe Ratio | NA | -0.46 | 0.34 | 0.33 | NA | NA | NA | … | … | NA | 0.84 | 0.10 | 1.52 | -1.18 | 3.84 | 0.48 |
| Standard Deviation(%) | NA | 2.34 | 17.62 | 15.47 | NA | NA | NA | … | … | NA | 3.47 | 28.59 | 10.92 | 14.10 | 7.30 | 10.51 |
| Draw Down(%) | NA | 1.67 | 36.59 | 40.35 | NA | NA | NA | … | … | NA | 1.67 | 36.59 | 9.37 | 23.77 | 2.47 | 5.91 |
| Yield(%) | 0.00 | 98.94 | 40.09 | 25.98 | 13.47 | 8.98 | 6.73 | … | … | 0.00 | 101.17 | 2.02 | 4.08 | 7.82 | 6.35 | 1.03 |
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 |
|---|---|---|---|---|
| BKIMX (BlackRock Multifactor International Inde) |
-3.61%
Mar 2017 – Mar 2020 |
21.50%
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 |
|---|---|---|---|---|
| BKIMX (BlackRock Multifactor International Inde) |
35.39%
Dec 2018 – Dec 2021 |
22.46%
Nov 2016 – Nov 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart