Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BRPEX (BlackRock Lifecycle Prprd Prtfl 30 Cl R) | NA | 6.01% | 5.31% | 7.51% | 7.25% | NA | NA | … | … |
Data as of 09/25/2020, Common starting date is 05/09/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRPEX (BlackRock Lifecycle Prprd Prtfl 30 Cl R) | 05/09/2007 | 09/25/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.01 | 5.31 | 7.51 | 7.25 | NA | NA | … | … | -15.76 | 19.33 | -7.14 | 14.06 | 9.33 | -2.84 | 4.56 | 16.68 | 13.02 | -2.10 | 12.30 | 30.44 | -35.46 | 5.18 |
| Sharpe Ratio | NA | -0.46 | -0.12 | 0.20 | 0.37 | NA | NA | … | … | -0.68 | 2.48 | -0.87 | 2.62 | 0.82 | -0.27 | 0.56 | 2.15 | 1.18 | -0.12 | 0.77 | 1.43 | -1.34 | 0.28 |
| Standard Deviation(%) | NA | 26.65 | 16.86 | 14.33 | 13.00 | NA | NA | … | … | 30.96 | 7.24 | 9.78 | 5.15 | 11.10 | 10.79 | 8.07 | 7.75 | 11.08 | 17.15 | 15.88 | 21.22 | 27.15 | 18.64 |
| Draw Down(%) | NA | 24.53 | 24.53 | 24.53 | 24.53 | NA | NA | … | … | 24.53 | 3.89 | 13.45 | 2.21 | 8.97 | 11.08 | 6.63 | 5.64 | 9.24 | 17.32 | 12.54 | 20.90 | 40.78 | 12.11 |
| Yield(%) | 0.00 | 23.97 | 11.33 | 9.80 | 8.34 | 5.06 | 3.80 | … | … | 16.55 | 8.94 | 7.19 | 3.41 | 2.74 | 9.02 | 7.83 | 9.11 | 3.68 | 6.64 | 1.00 | 1.02 | 0.58 | 1.24 |
Data as of 09/25/2020, Common starting date is 05/09/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRPEX (BlackRock Lifecycle Prprd Prtfl 30 Cl R) |
-6.50%
Jun 2007 – Jun 2010 |
-0.23%
Oct 2007 – Oct 2012 |
3.85%
Oct 2007 – Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRPEX (BlackRock Lifecycle Prprd Prtfl 30 Cl R) |
20.55%
Feb 2009 – Feb 2012 |
16.54%
Feb 2009 – Feb 2014 |
10.44%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart