Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BKSFX (BlackRock USA Size Factor Index Fund Cla) | NA | 6.85% | 6.31% | NA | NA | NA | NA | … | … |
Data as of 12/30/2019, Common starting date is 12/23/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BKSFX (BlackRock USA Size Factor Index Fund Cla) | 12/23/2016 | 12/30/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.85 | 6.31 | NA | NA | NA | NA | … | … | 6.85 | -5.35 | 18.80 | -0.70 |
| Sharpe Ratio | NA | 1.44 | 0.54 | NA | NA | NA | NA | … | … | 1.28 | -0.46 | 2.87 | NA |
| Standard Deviation(%) | NA | 4.34 | 9.55 | NA | NA | NA | NA | … | … | 4.28 | 14.65 | 6.36 | NA |
| Draw Down(%) | NA | 2.03 | 17.25 | NA | NA | NA | NA | … | … | 2.03 | 17.25 | 2.39 | NA |
| Yield(%) | 0.00 | 0.00 | 2.62 | 1.56 | 0.78 | 0.52 | 0.39 | … | … | 0.00 | 4.18 | 2.99 | 0.00 |
Data as of 12/30/2019, Common starting date is 12/23/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BKSFX (BlackRock USA Size Factor Index Fund Cla) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BKSFX (BlackRock USA Size Factor Index Fund Cla) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart