Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MALHX (BlackRock Lg Cap Grwth I) | NA | 20.79% | 19.61% | 14.43% | 14.28% | 9.87% | NA | 6.99% |
Data as of 12/12/2019, AR inception is 11/10/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MALHX (BlackRock Lg Cap Grwth I) | 11/10/2000 | 12/12/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.61 | 20.79 | 19.61 | 14.43 | 14.28 | 9.87 | NA | 6.99 | 28.50 | 3.43 | 29.38 | 7.86 | 2.57 | 14.47 | 33.41 | 14.75 | 0.52 | 12.63 | 31.29 | -36.74 | 8.37 | 6.78 | 11.89 | 10.46 | 33.23 | -24.94 | -10.26 | -10.20 |
| Sharpe Ratio | NA | 1.08 | 1.06 | 0.83 | 0.83 | NA | NA | 0.30 | 1.79 | 0.09 | 2.38 | 0.56 | 0.16 | 1.14 | 2.97 | 1.12 | 0.02 | 0.62 | 1.24 | -1.03 | 0.33 | 0.25 | 0.78 | 0.61 | 1.76 | -1.09 | -0.45 | -1.09 |
| Standard Deviation(%) | NA | 17.89 | 17.46 | 16.48 | 17.05 | NA | NA | 20.29 | 16.03 | 22.83 | 12.15 | 13.59 | 15.85 | 12.62 | 11.22 | 13.26 | 26.22 | 20.21 | 25.06 | 36.61 | 16.35 | 14.03 | 12.41 | 15.53 | 18.45 | 23.97 | 28.59 | 55.14 |
| Draw Down(%) | NA | 12.94 | 22.03 | 22.03 | 24.65 | NA | NA | 52.29 | 8.87 | 22.03 | 5.80 | 11.37 | 11.30 | 7.96 | 6.73 | 11.36 | 24.65 | 18.12 | 22.21 | 49.46 | 11.60 | 14.95 | 8.24 | 15.08 | 11.70 | 30.94 | 33.83 | 21.65 |
| Yield(%) | 0.00 | 7.79 | 21.42 | 17.66 | 15.03 | 10.75 | 7.10 | 7.47 | 8.29 | 31.21 | 25.62 | 7.04 | 4.94 | 12.95 | 8.63 | 8.60 | 0.40 | 0.22 | 0.35 | 0.02 | 2.91 | 0.38 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/12/2019, AR inception is 11/10/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MALHX (BlackRock Lg Cap Grwth I) |
-14.74%
Feb 2006 - Feb 2009 |
-5.39%
Feb 2004 - Feb 2009 |
1.40%
Jan 2001 - Jan 2011 |
4.41%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MALHX (BlackRock Lg Cap Grwth I) |
24.78%
Feb 2009 - Feb 2012 |
21.63%
Feb 2009 - Feb 2014 |
17.49%
Feb 2009 - Feb 2019 |
11.49%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart