Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MASRX (BlackRock S&P 500 Index Instl) | NA | 14.45% | 10.90% | 4.19% | 7.35% | 3.60% | NA | 6.29% |
Data as of 04/19/2013, AR inception is 04/23/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MASRX (BlackRock S&P 500 Index Instl) | 04/23/1997 | 04/19/2013 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.72 | 14.45 | 10.90 | 4.19 | 7.35 | 3.60 | NA | 6.29 | 8.96 | 15.65 | 1.80 | 14.76 | 26.15 | -37.21 | 5.30 | 15.49 | 4.62 | 8.81 | 28.36 | -22.53 | -12.18 | -9.40 | 20.43 | 28.25 | 26.59 |
| Sharpe Ratio | NA | 1.11 | 0.59 | 0.15 | 0.30 | NA | NA | 0.20 | 2.78 | 1.23 | 0.08 | 0.80 | 0.95 | -0.93 | 0.14 | 1.22 | 0.24 | 0.71 | 1.63 | -0.91 | -0.69 | -0.61 | 0.96 | 1.23 | 1.88 |
| Standard Deviation(%) | NA | 13.02 | 18.54 | 25.94 | 20.62 | NA | NA | 20.96 | 12.01 | 12.79 | 23.54 | 18.24 | 27.30 | 41.06 | 16.05 | 10.03 | 10.31 | 11.11 | 17.02 | 25.97 | 21.32 | 22.08 | 17.89 | 20.29 | 19.64 |
| Draw Down(%) | NA | 8.86 | 18.82 | 51.67 | 55.45 | NA | NA | 55.45 | 3.83 | 9.59 | 18.82 | 15.72 | 27.30 | 47.90 | 9.88 | 7.47 | 7.04 | 7.58 | 13.77 | 33.24 | 29.28 | 16.72 | 11.85 | 19.25 | 10.83 |
| Yield(%) | 0.00 | 2.03 | 2.01 | 1.69 | 2.20 | 1.83 | 2.19 | 2.92 | 0.00 | 2.21 | 1.84 | 1.85 | 2.14 | 1.76 | 1.77 | 1.67 | 1.63 | 0.01 | 1.49 | 1.08 | 0.81 | 0.85 | 2.53 | 6.05 | 5.16 |
Data as of 04/19/2013, AR inception is 04/23/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MASRX (BlackRock S&P 500 Index Instl) |
-16.42%
Mar 2000 - Mar 2003 |
-7.20%
Feb 2004 - Feb 2009 |
-3.90%
Feb 1999 - Feb 2009 |
3.83%
Mar 1998 - Mar 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MASRX (BlackRock S&P 500 Index Instl) |
25.23%
Feb 2009 - Feb 2012 |
14.75%
Sep 2002 - Sep 2007 |
8.06%
Mar 2003 - Mar 2013 |
4.46%
Aug 1997 - Aug 2012 |
Annualized Rolling Returns Comparison Chart