Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
COY (Blackrock Corporate High Yield Fund Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | -100.00% |
Data as of 02/03/2014, AR inception is 08/18/1995
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
COY (Blackrock Corporate High Yield Fund Inc) | 08/18/1995 | 11/15/2013 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | -100.00 | 0.29 | 17.45 | 14.95 | 5.23 | 110.15 | -38.91 | -7.32 | 20.08 | -4.21 | 1.22 | 55.03 | -5.92 | 0.60 | 15.07 | 1.04 | 6.25 | 32.68 | 36.67 | 16.28 |
Sharpe Ratio | NA | 0.90 | 0.66 | 1.01 | 0.28 | NA | NA | 0.35 | 0.02 | 1.17 | 0.77 | 0.29 | 3.10 | -0.81 | -0.73 | 1.87 | -0.53 | 0.02 | 3.87 | -0.35 | -0.07 | 0.48 | -0.12 | 0.15 | -1.57 | 2.34 | 3.61 |
Standard Deviation(%) | NA | 13.89 | 16.45 | 24.21 | 23.65 | NA | NA | 21.40 | 13.55 | 14.97 | 19.36 | 17.45 | 35.49 | 49.00 | 14.16 | 9.04 | 12.06 | 15.72 | 14.04 | 20.08 | 24.44 | 22.89 | 18.24 | 19.54 | 14.33 | 14.02 | 13.15 |
Draw Down(%) | NA | 14.59 | 16.04 | 29.53 | 58.65 | NA | NA | 58.65 | 14.59 | 12.10 | 16.04 | 11.74 | 29.53 | 56.87 | 19.60 | 7.98 | 15.53 | 24.05 | 11.49 | 33.51 | 27.53 | 24.24 | 16.15 | 17.30 | 10.71 | 6.10 | 3.60 |
Yield(%) | 0.00 | 10.97 | 9.40 | 17.98 | 7.87 | 8.05 | 11.27 | 12.53 | 8.45 | 8.42 | 8.20 | 9.01 | 17.94 | 10.45 | 8.72 | 8.83 | 9.56 | 9.53 | 14.24 | 11.00 | 12.01 | 13.96 | 12.59 | 13.43 | 14.66 | 17.47 | 9.25 |
Data as of 02/03/2014, AR inception is 08/18/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
COY (Blackrock Corporate High Yield Fund Inc) |
-16.91%
Nov 2005 - Nov 2008 |
-8.87%
Nov 2003 - Nov 2008 |
0.07%
Nov 1998 - Nov 2008 |
8.13%
Jul 1998 - Jul 2013 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
COY (Blackrock Corporate High Yield Fund Inc) |
40.60%
Nov 2008 - Nov 2011 |
21.84%
Oct 2008 - Oct 2013 |
14.51%
Sep 1995 - Sep 2005 |
11.87%
Sep 1995 - Sep 2010 |
Annualized Rolling Returns Comparison Chart