Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MBLOX (BlackRock Gbl Alloc B) | NA | 9.94% | 3.87% | 4.85% | 3.80% | 8.11% | 7.10% | … | … |
Data as of 01/25/2018, Common starting date is 07/06/1989
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MBLOX (BlackRock Gbl Alloc B) | 07/06/1989 | 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 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.94 | 3.87 | 4.85 | 3.80 | 8.11 | 7.10 | … | … | 0.00 | 12.29 | 2.87 | -1.85 | 1.04 | 13.50 | 9.15 | -4.48 | 8.92 | 20.71 | -21.19 | 15.77 | 14.98 | 11.29 | 13.69 | 34.98 | -8.66 | 0.02 | 7.82 | 26.47 | -0.43 | 10.35 | 12.65 | 22.39 | -5.24 | 17.64 | 9.96 | 21.06 | -4.29 | 6.94 |
| Sharpe Ratio | NA | 2.46 | 0.52 | 0.65 | 0.32 | NA | NA | … | … | 0.00 | 2.97 | 0.31 | -0.23 | 0.15 | 1.80 | 1.09 | -0.31 | 0.81 | 1.49 | -1.09 | 1.59 | 1.58 | 1.53 | 1.71 | 3.77 | -0.71 | -0.21 | 0.55 | 3.50 | -0.35 | 1.28 | 1.92 | 3.69 | -1.67 | 4.37 | 1.50 | 1.84 | -1.10 | 1.57 |
| Standard Deviation(%) | NA | 3.76 | 7.06 | 7.11 | 11.20 | NA | NA | … | … | 15.41 | 3.94 | 8.48 | 8.18 | 6.72 | 7.48 | 8.38 | 14.68 | 10.84 | 13.82 | 20.31 | 8.04 | 7.41 | 5.98 | 7.45 | 9.10 | 13.74 | 11.31 | 6.88 | 6.63 | 10.79 | 5.32 | 4.72 | 5.02 | 4.92 | 3.55 | 5.01 | 9.38 | 8.69 | 5.93 |
| Draw Down(%) | NA | 1.41 | 14.01 | 14.01 | 33.40 | NA | NA | … | … | 0.00 | 1.41 | 7.59 | 10.26 | 6.42 | 6.37 | 8.52 | 15.45 | 8.71 | 14.75 | 33.09 | 5.87 | 9.52 | 4.45 | 6.91 | 9.82 | 23.61 | 18.26 | 4.87 | 3.88 | 20.16 | 4.87 | 4.15 | 3.07 | 8.90 | 2.06 | 3.42 | 7.32 | 9.76 | 2.20 |
| Yield(%) | 0.00 | 4.30 | 4.22 | 5.30 | 3.49 | 6.79 | 6.11 | … | … | 0.00 | 4.37 | 0.87 | 7.98 | 8.44 | 5.27 | 0.34 | 1.94 | 0.51 | 1.15 | 3.00 | 6.89 | 7.21 | 8.84 | 3.62 | 3.54 | 2.36 | 2.10 | 13.95 | 14.72 | 10.42 | 13.27 | 7.91 | 8.89 | 2.39 | 3.25 | 5.89 | 9.05 | 4.01 | 3.76 |
Data as of 01/25/2018, Common starting date is 07/06/1989
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBLOX (BlackRock Gbl Alloc B) |
-3.26%
Feb 2006 – Feb 2009 |
0.88%
Oct 2007 – Oct 2012 |
3.16%
Oct 2007 – Oct 2017 |
5.91%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBLOX (BlackRock Gbl Alloc B) |
22.72%
Mar 2003 – Mar 2006 |
19.53%
Sep 2002 – Sep 2007 |
11.85%
Dec 1990 – Dec 2000 |
11.24%
Oct 1992 – Oct 2007 |
Annualized Rolling Returns Comparison Chart