Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BKMFX (BlackRock Multifactor USA Index Fund Cl) | NA | 100.00% | 41.70% | 25.63% | 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 |
|---|---|---|
| BKMFX (BlackRock Multifactor USA Index Fund Cl) | 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 | 100.00 | 41.70 | 25.63 | NA | NA | NA | … | … | 0.00 | -13.98 | 11.58 | 26.14 | -9.79 | 21.09 | 8.05 |
| Sharpe Ratio | NA | -0.92 | 0.24 | 0.24 | NA | NA | NA | … | … | NA | -0.94 | 0.34 | 1.86 | -0.67 | 2.82 | 1.73 |
| Standard Deviation(%) | NA | 17.50 | 22.80 | 19.51 | NA | NA | NA | … | … | NA | 22.05 | 32.92 | 13.29 | 16.57 | 7.29 | 10.14 |
| Draw Down(%) | NA | 16.49 | 35.59 | 35.59 | NA | NA | NA | … | … | NA | 16.49 | 35.59 | 7.67 | 21.35 | 3.01 | 4.29 |
| Yield(%) | 0.00 | 100.00 | 47.06 | 30.18 | 16.35 | 10.90 | 8.18 | … | … | 0.00 | 103.83 | 1.70 | 4.82 | 4.33 | 6.58 | 1.05 |
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 |
|---|---|---|---|---|
| BKMFX (BlackRock Multifactor USA Index Fund Cl) |
0.52%
Mar 2017 – Mar 2020 |
25.79%
Dec 2016 – Dec 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BKMFX (BlackRock Multifactor USA Index Fund Cl) |
42.33%
Dec 2018 – Dec 2021 |
27.80%
Oct 2016 – Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart