Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MBCPX (BlackRock Bal Cap B) | NA | 8.99% | 6.02% | 8.11% | 4.93% | 5.94% | 3.80% | … | … |
Data as of 02/01/2018, Common starting date is 12/12/1988
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MBCPX (BlackRock Bal Cap B) | 12/12/1988 | 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 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.99 | 6.02 | 8.11 | 4.93 | 5.94 | 3.80 | … | … | 0.00 | 10.65 | 6.65 | -0.98 | 9.48 | 18.78 | 11.31 | 1.99 | 9.72 | 17.11 | -28.92 | 4.45 | 13.60 | 3.20 | 1.44 | 20.24 | -14.31 | -5.91 | 6.78 | 0.40 | 5.20 | 20.20 | 11.53 | 31.48 | -5.15 | 8.76 | 0.27 | 20.98 | -1.94 | 18.22 | -3.23 |
| Sharpe Ratio | NA | 2.00 | 0.79 | 1.03 | 0.37 | NA | NA | … | … | 0.00 | 2.31 | 0.76 | -0.11 | 1.23 | 2.44 | 1.44 | 0.13 | 0.79 | 1.07 | -1.14 | 0.14 | 1.54 | 0.16 | 0.06 | 1.82 | -0.92 | -0.66 | 0.24 | -0.26 | 0.16 | 1.82 | 1.16 | 5.11 | -1.15 | 1.08 | -0.26 | 1.95 | -0.74 | 1.84 | -3.12 |
| Standard Deviation(%) | NA | 4.16 | 7.54 | 7.70 | 12.85 | NA | NA | … | … | NA | 4.36 | 8.47 | 9.55 | 7.71 | 7.67 | 7.88 | 14.73 | 12.26 | 15.92 | 26.11 | 10.22 | 6.74 | 6.60 | 8.89 | 10.73 | 16.77 | 12.67 | 11.46 | 11.06 | 11.68 | 9.12 | 6.87 | 5.41 | 7.07 | 6.16 | 7.96 | 8.81 | 9.74 | 6.80 | 16.90 |
| Draw Down(%) | NA | 2.03 | 10.41 | 10.41 | 40.59 | NA | NA | … | … | 0.00 | 2.03 | 7.74 | 7.52 | 5.22 | 5.83 | 7.45 | 15.21 | 10.85 | 18.50 | 39.37 | 6.44 | 5.62 | 4.90 | 5.99 | 10.29 | 24.98 | 17.76 | 5.66 | 13.79 | 18.05 | 5.39 | 4.25 | 1.89 | 9.92 | 3.06 | 6.91 | 4.98 | 11.64 | 3.81 | 3.81 |
| Yield(%) | 0.00 | 15.46 | 7.66 | 9.23 | 5.60 | 6.29 | 4.49 | … | … | 0.00 | 15.62 | 3.45 | 3.85 | 12.67 | 9.94 | 5.36 | 1.26 | 0.98 | 1.62 | 5.99 | 8.75 | 6.65 | 7.35 | 0.34 | 1.44 | 2.43 | 6.39 | 11.75 | 7.65 | 5.45 | 9.03 | 9.54 | 12.49 | 3.11 | 2.62 | 2.57 | 3.55 | 4.41 | 4.51 | 2.37 |
Data as of 02/01/2018, Common starting date is 12/12/1988
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBCPX (BlackRock Bal Cap B) |
-10.19%
Feb 2006 – Feb 2009 |
-5.39%
Feb 2004 – Feb 2009 |
-1.97%
Feb 1999 – Feb 2009 |
2.15%
Mar 1998 – Mar 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBCPX (BlackRock Bal Cap B) |
21.13%
Mar 1995 – Mar 1998 |
14.91%
Feb 2009 – Feb 2014 |
10.40%
Apr 1989 – Apr 1999 |
7.03%
Feb 1989 – Feb 2004 |
Annualized Rolling Returns Comparison Chart