Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MBSPX (BlackRock Value Opps B) | NA | 8.07% | 7.65% | 10.25% | 6.38% | 8.94% | 8.11% | … | … |
Data as of 02/01/2018, Common starting date is 12/12/1988
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MBSPX (BlackRock Value Opps 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 | 8.07 | 7.65 | 10.25 | 6.38 | 8.94 | 8.11 | … | … | 0.00 | 7.16 | 22.01 | -7.79 | 3.78 | 40.79 | 12.04 | -3.74 | 26.98 | 26.40 | -41.74 | -2.17 | 11.21 | 14.03 | 13.28 | 40.61 | -23.90 | 29.32 | 14.55 | 31.93 | -6.55 | 23.97 | 22.18 | 21.13 | -6.60 | 4.15 | 15.84 | 53.32 | -28.27 | -0.65 | 2.65 |
| Sharpe Ratio | NA | 0.43 | 0.46 | 0.62 | 0.24 | NA | NA | … | … | 0.00 | 0.37 | 1.21 | -0.50 | 0.25 | 2.84 | 0.68 | -0.11 | 1.11 | 0.75 | -0.91 | -0.29 | 0.57 | 0.84 | 0.81 | 2.29 | -1.07 | 1.22 | 0.54 | 2.21 | -0.48 | 1.46 | 1.49 | 2.59 | -0.84 | 0.19 | 1.31 | 4.13 | -2.56 | -0.81 | 10.63 |
| Standard Deviation(%) | NA | 17.31 | 16.85 | 16.09 | 25.74 | NA | NA | … | … | NA | 17.90 | 17.91 | 15.54 | 14.84 | 14.34 | 17.67 | 32.79 | 24.25 | 34.86 | 46.74 | 17.76 | 13.90 | 14.12 | 15.22 | 17.40 | 23.47 | 22.57 | 19.40 | 12.98 | 20.70 | 13.92 | 12.40 | 6.67 | 11.43 | 10.97 | 10.16 | 11.95 | 13.05 | 7.86 | 5.67 |
| Draw Down(%) | NA | 10.62 | 24.75 | 24.75 | 59.40 | NA | NA | … | … | 0.00 | 10.62 | 14.19 | 15.31 | 14.53 | 6.03 | 13.27 | 28.71 | 21.48 | 33.72 | 56.30 | 15.57 | 12.92 | 9.96 | 12.62 | 13.83 | 36.84 | 20.96 | 13.15 | 14.91 | 43.19 | 16.02 | 13.10 | 6.30 | 15.29 | 10.45 | 11.39 | 8.32 | 33.98 | 12.00 | 0.30 |
| Yield(%) | 0.00 | 15.16 | 7.21 | 5.64 | 3.34 | 8.20 | 7.47 | … | … | 0.00 | 14.88 | 5.17 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.80 | 17.18 | 16.97 | 20.59 | 7.06 | 0.00 | 1.94 | 6.45 | 21.42 | 11.65 | 5.53 | 14.86 | 18.57 | 4.68 | 0.00 | 0.00 | 0.00 | 0.23 | 0.43 | 1.18 | 0.82 |
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 |
|---|---|---|---|---|
| MBSPX (BlackRock Value Opps B) |
-22.50%
Feb 2006 – Feb 2009 |
-9.63%
Feb 2004 – Feb 2009 |
2.35%
Jan 2006 – Jan 2016 |
4.90%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBSPX (BlackRock Value Opps B) |
29.88%
Feb 2009 – Feb 2012 |
26.25%
Feb 2009 – Feb 2014 |
17.06%
Oct 1990 – Oct 2000 |
15.00%
Jan 1991 – Jan 2006 |
Annualized Rolling Returns Comparison Chart