Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BSTIX (BlackRock Total Factor Fund Inst) | NA | 115,383.11% | 958.89% | 306.71% | 104.38% | NA | NA | … | … |
Data as of 10/19/2023, Common starting date is 12/31/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BSTIX (BlackRock Total Factor Fund Inst) | 12/31/2012 | 10/19/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 115,383.11 | 958.89 | 306.71 | 104.38 | NA | NA | … | … | 112,207.15 | -8.91 | 16.59 | -15.20 | 7.83 | -2.38 | 10.22 | 8.85 | -4.38 | 9.32 | -6.12 | 0.00 |
| Sharpe Ratio | NA | 164.01 | 2.36 | 0.97 | 0.47 | NA | NA | … | … | 848.84 | -1.16 | 2.24 | -1.54 | 1.00 | -0.23 | 1.89 | 1.16 | -0.62 | 1.93 | -0.73 | NA |
| Standard Deviation(%) | NA | 703.49 | 405.68 | 314.45 | 222.35 | NA | NA | … | … | 786.14 | 8.88 | 7.39 | 9.96 | 6.44 | 15.74 | 5.08 | 7.46 | 7.06 | 4.82 | 8.40 | 0.00 |
| Draw Down(%) | NA | 61.71 | 61.71 | 61.71 | 61.71 | NA | NA | … | … | 61.71 | 14.15 | 4.09 | 20.38 | 2.91 | 12.83 | 3.57 | 4.63 | 11.26 | 4.35 | 13.10 | 0.00 |
| Yield(%) | 0.00 | 116.72 | 39.94 | 22.40 | 12.53 | 8.24 | 6.18 | … | … | 116.28 | 7.38 | 4.33 | 0.00 | 3.09 | 2.72 | 4.86 | 1.53 | 4.25 | 4.02 | 0.00 | 0.00 |
Data as of 10/19/2023, Common starting date is 12/31/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BSTIX (BlackRock Total Factor Fund Inst) |
-5.36%
Aug 2019 – Aug 2022 |
-1.66%
Aug 2017 – Aug 2022 |
1.20%
Apr 2013 – Apr 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BSTIX (BlackRock Total Factor Fund Inst) |
959.71%
Sep 2020 – Sep 2023 |
304.09%
Sep 2018 – Sep 2023 |
104.90%
Sep 2013 – Sep 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart