Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MBSWX (BlackRock Small Cap Growth II Inv B) | NA | 14.71% | 20.98% | 17.12% | 7.64% | 3.88% | NA | … | … |
Data as of 07/21/2015, Common starting date is 11/11/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MBSWX (BlackRock Small Cap Growth II Inv B) | 11/11/1999 | 07/21/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 14.71 | 20.98 | 17.12 | 7.64 | 3.88 | NA | … | … | 11.07 | -13.57 | 9.88 | -6.08 | -4.20 | 20.45 | 32.35 | -41.74 | -3.27 | -0.07 | 12.03 | 13.99 | 39.23 | -25.77 | -15.12 | -11.70 | 33.81 |
| Sharpe Ratio | NA | 0.66 | 0.13 | 0.16 | -0.07 | NA | NA | … | … | 1.56 | -0.57 | 0.41 | -0.29 | -0.13 | 0.84 | 1.05 | -1.09 | -0.30 | -0.18 | 0.63 | 0.73 | 2.01 | -1.10 | -0.64 | -0.37 | 37.57 |
| Standard Deviation(%) | NA | 16.50 | 22.97 | 26.16 | 27.42 | NA | NA | … | … | 13.52 | 23.72 | 23.83 | 21.53 | 33.36 | 24.16 | 30.70 | 38.91 | 21.31 | 18.42 | 15.60 | 17.85 | 19.17 | 24.33 | 27.48 | 42.72 | 20.30 |
| Draw Down(%) | NA | 13.03 | 29.36 | 33.22 | 64.18 | NA | NA | … | … | 4.39 | 25.53 | 15.57 | 24.84 | 33.22 | 22.29 | 27.88 | 53.08 | 19.97 | 18.83 | 11.78 | 18.51 | 10.29 | 33.71 | 33.66 | 46.76 | 3.36 |
| Yield(%) | 0.00 | 3.33 | 17.29 | 14.41 | 7.99 | 4.51 | 4.96 | … | … | 0.00 | 14.12 | 28.56 | 13.44 | 2.35 | 0.00 | 0.00 | 0.00 | 15.62 | 9.22 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/21/2015, Common starting date is 11/11/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBSWX (BlackRock Small Cap Growth II Inv B) |
-25.97%
Feb 2000 – Feb 2003 |
-7.98%
Feb 2000 – Feb 2005 |
-3.39%
Feb 2000 – Feb 2010 |
2.11%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBSWX (BlackRock Small Cap Growth II Inv B) |
27.73%
Mar 2003 – Mar 2006 |
23.76%
Feb 2009 – Feb 2014 |
9.63%
Mar 2003 – Mar 2013 |
4.70%
May 2000 – May 2015 |
Annualized Rolling Returns Comparison Chart