Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MBBAX (BlackRock Basic Value Inv B) | NA | 7.66% | 6.30% | 9.78% | 5.77% | 7.68% | 5.51% | … | … |
Data as of 02/01/2018, Common starting date is 12/13/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MBBAX (BlackRock Basic Value Inv B) | 12/13/1995 | 02/01/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.66 | 6.30 | 9.78 | 5.77 | 7.68 | 5.51 | … | … | 0.00 | 6.65 | 17.10 | -7.16 | 8.68 | 36.45 | 12.62 | -3.97 | 11.64 | 29.25 | -37.20 | 0.14 | 21.40 | 2.82 | 6.77 | 31.35 | -17.63 | -1.51 | 2.13 | 9.97 | 10.52 | 28.20 | 16.58 | 0.11 |
| Sharpe Ratio | NA | 0.83 | 0.45 | 0.69 | 0.26 | NA | NA | … | … | 0.00 | 0.68 | 0.96 | -0.43 | 0.70 | 3.00 | 0.88 | -0.15 | 0.60 | 1.03 | -0.91 | -0.18 | 1.87 | 0.07 | 0.49 | 1.81 | -0.72 | -0.20 | -0.10 | 0.46 | 0.46 | 1.73 | 1.36 | -0.11 |
| Standard Deviation(%) | NA | 8.42 | 14.58 | 13.82 | 21.67 | NA | NA | … | … | NA | 8.90 | 17.56 | 16.72 | 12.30 | 12.14 | 14.39 | 25.94 | 19.14 | 28.32 | 41.58 | 15.71 | 9.72 | 9.76 | 11.93 | 16.95 | 25.85 | 19.06 | 18.23 | 14.54 | 15.77 | 14.18 | 9.54 | 9.48 |
| Draw Down(%) | NA | 6.25 | 24.31 | 24.31 | 51.84 | NA | NA | … | … | 0.00 | 6.25 | 14.01 | 15.97 | 10.07 | 5.42 | 13.31 | 24.42 | 17.38 | 27.42 | 49.25 | 12.79 | 8.09 | 7.57 | 12.08 | 16.42 | 34.65 | 24.48 | 12.92 | 12.93 | 18.15 | 8.68 | 7.89 | 1.93 |
| Yield(%) | 0.00 | 2.27 | 4.69 | 9.83 | 5.85 | 7.98 | 5.79 | … | … | 0.00 | 2.22 | 1.57 | 10.16 | 19.79 | 14.39 | 7.49 | 1.20 | 0.15 | 0.81 | 2.47 | 11.70 | 12.87 | 5.29 | 2.64 | 0.53 | 2.53 | 9.79 | 16.24 | 9.81 | 7.74 | 8.64 | 6.75 | 0.00 |
Data as of 02/01/2018, Common starting date is 12/13/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBBAX (BlackRock Basic Value Inv B) |
-15.14%
Feb 2006 – Feb 2009 |
-7.85%
Feb 2004 – Feb 2009 |
-1.63%
Feb 1999 – Feb 2009 |
3.43%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBBAX (BlackRock Basic Value Inv B) |
22.62%
Feb 2009 – Feb 2012 |
20.91%
Feb 2009 – Feb 2014 |
8.60%
Jul 1996 – Jul 2006 |
7.88%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart