Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MBEGX (BlackRock Glbl Dyn Eq B) | NA | 18.35% | 3.63% | 6.28% | 3.63% | NA | NA | … | … |
Data as of 01/25/2018, Common starting date is 11/21/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MBEGX (BlackRock Glbl Dyn Eq B) | 11/21/2005 | 01/25/2018 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 18.35 | 3.63 | 6.28 | 3.63 | NA | NA | … | … | 0.00 | 23.35 | -5.84 | -3.29 | 3.26 | 22.24 | 12.67 | -8.23 | 11.78 | 25.71 | -35.48 | 18.80 | 18.43 | 2.36 |
| Sharpe Ratio | NA | 2.70 | 0.30 | 0.51 | 0.19 | NA | NA | … | … | 0.00 | 3.37 | -0.43 | -0.22 | 0.30 | 2.00 | 0.97 | -0.38 | 0.70 | 1.19 | -1.10 | 1.09 | 1.34 | 3.10 |
| Standard Deviation(%) | NA | 6.55 | 12.41 | 11.93 | 17.83 | NA | NA | … | … | NA | 6.77 | 14.17 | 15.23 | 10.79 | 11.08 | 13.06 | 21.96 | 16.76 | 21.58 | 33.00 | 14.56 | 11.38 | 6.97 |
| Draw Down(%) | NA | 2.59 | 23.03 | 23.03 | 49.14 | NA | NA | … | … | 0.00 | 2.59 | 14.14 | 15.82 | 8.20 | 8.06 | 13.29 | 22.09 | 13.84 | 22.51 | 47.20 | 10.57 | 14.32 | 0.88 |
| Yield(%) | 0.00 | 3.88 | 3.22 | 5.64 | 3.34 | 3.34 | 2.50 | … | … | 0.00 | 4.04 | 0.00 | 6.32 | 14.56 | 1.72 | 4.38 | 1.36 | 0.00 | 0.18 | 0.00 | 6.40 | 0.00 | 0.00 |
Data as of 01/25/2018, Common starting date is 11/21/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBEGX (BlackRock Glbl Dyn Eq B) |
-9.91%
Feb 2006 – Feb 2009 |
-2.60%
Oct 2007 – Oct 2012 |
2.15%
Oct 2007 – Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBEGX (BlackRock Glbl Dyn Eq B) |
18.98%
Feb 2009 – Feb 2012 |
16.29%
Feb 2009 – Feb 2014 |
4.88%
Dec 2005 – Dec 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart