Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CMCBX (BlackRock Core bd Port Svc) | NA | -0.38% | 5.30% | 3.57% | 3.21% | 3.66% | 3.92% | 4.83% |
Data as of 01/07/2022, AR inception is 06/20/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMCBX (BlackRock Core bd Port Svc) | 06/20/1996 | 01/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.38 | 5.30 | 3.57 | 3.21 | 3.66 | 3.92 | 4.83 | 0.00 | -1.19 | 7.92 | 9.58 | -0.79 | 3.00 | 2.30 | 0.12 | 6.37 | -1.54 | 7.01 | 4.98 | 7.29 | 14.62 | -8.18 | 5.65 | 4.02 | 2.15 | 4.16 | 3.97 | 9.27 | 7.87 | 11.95 | -0.85 | 7.83 | 8.70 | 7.12 |
| Sharpe Ratio | NA | -0.19 | 1.21 | 0.82 | 0.84 | NA | NA | 0.84 | NA | -0.69 | 1.40 | 2.32 | -0.73 | 0.85 | 0.67 | 0.02 | 2.35 | -0.47 | 2.90 | 1.28 | 1.69 | 2.73 | -1.23 | 0.70 | 0.25 | -0.01 | 0.90 | 0.74 | 2.02 | 1.06 | 2.01 | -0.92 | 1.05 | 1.32 | 2.18 |
| Standard Deviation(%) | NA | 2.09 | 3.94 | 3.55 | 3.35 | NA | NA | 4.03 | NA | 2.66 | 5.47 | 3.52 | 2.90 | 2.79 | 3.11 | 3.81 | 2.70 | 3.36 | 2.42 | 3.85 | 4.25 | 5.33 | 7.39 | 3.76 | 2.87 | 2.64 | 3.57 | 4.42 | 4.05 | 5.31 | 3.94 | 4.41 | 4.29 | 3.91 | 4.73 |
| Draw Down(%) | NA | 3.06 | 8.87 | 8.87 | 8.87 | NA | NA | 16.43 | NA | 3.63 | 8.87 | 2.10 | 3.08 | 1.37 | 4.13 | 3.00 | 1.24 | 5.11 | 1.05 | 1.92 | 3.86 | 3.63 | 16.43 | 2.69 | 1.70 | 2.14 | 3.90 | 4.70 | 2.55 | 4.48 | 2.95 | 3.83 | 2.94 | 2.18 | 1.87 |
| Yield(%) | 0.00 | 0.71 | 3.19 | 2.85 | 2.73 | 3.29 | 3.67 | 4.58 | 0.00 | 0.70 | 5.64 | 2.80 | 2.53 | 2.46 | 2.11 | 2.18 | 2.79 | 2.55 | 3.00 | 3.70 | 4.02 | 5.96 | 5.13 | 4.33 | 4.12 | 4.48 | 3.27 | 7.25 | 5.85 | 7.07 | 6.20 | 5.92 | 7.77 | 7.00 | 4.25 |
Data as of 01/07/2022, AR inception is 06/20/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMCBX (BlackRock Core bd Port Svc) |
-0.92%
Nov 2005 - Nov 2008 |
0.69%
Nov 2003 - Nov 2008 |
3.14%
Feb 2008 - Feb 2018 |
3.22%
Jun 2003 - Jun 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMCBX (BlackRock Core bd Port Svc) |
10.50%
May 2000 - May 2003 |
7.95%
Aug 1996 - Aug 2001 |
6.19%
Aug 1996 - Aug 2006 |
5.70%
Aug 1996 - Aug 2011 |
Annualized Rolling Returns Comparison Chart