Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BSEBX (BlackRock Small Cap Value BlackRock) | NA | 34.13% | -13.80% | -3.24% | NA | NA | NA | … | … |
Data as of 02/23/2010, Common starting date is 05/18/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BSEBX (BlackRock Small Cap Value BlackRock) | 05/18/2004 | 02/23/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 34.13 | -13.80 | -3.24 | NA | NA | NA | … | … | -7.01 | 14.17 | -35.08 | -3.66 | 18.34 | 5.91 | 20.08 |
| Sharpe Ratio | NA | 1.13 | -0.42 | -0.17 | NA | NA | NA | … | … | -2.05 | 0.42 | -0.87 | -0.23 | 1.09 | 0.28 | 2.56 |
| Standard Deviation(%) | NA | 30.12 | 35.66 | 29.26 | NA | NA | NA | … | … | 19.87 | 33.67 | 41.22 | 29.33 | 13.91 | 13.58 | 12.87 |
| Draw Down(%) | NA | 16.01 | 62.58 | 62.58 | NA | NA | NA | … | … | 11.45 | 32.22 | 48.26 | 18.65 | 12.13 | 9.50 | 10.42 |
| Yield(%) | 0.00 | 0.39 | 5.08 | 10.89 | 7.35 | 4.90 | 3.68 | … | … | 0.00 | 0.30 | 0.33 | 15.39 | 23.53 | 20.43 | 20.53 |
Data as of 02/23/2010, Common starting date is 05/18/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BSEBX (BlackRock Small Cap Value BlackRock) |
-17.85%
Feb 2006 – Feb 2009 |
-3.46%
Jun 2004 – Jun 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BSEBX (BlackRock Small Cap Value BlackRock) |
14.30%
Aug 2004 – Aug 2007 |
0.30%
Aug 2004 – Aug 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart