Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MDSRX (BlackRock S&P 500 Index A) | NA | 14.26% | 10.66% | 3.94% | 7.12% | 2.88% | NA | 5.26% |
Data as of 04/19/2013, AR inception is 04/23/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MDSRX (BlackRock S&P 500 Index A) | 04/23/1997 | 04/19/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.62 | 14.26 | 10.66 | 3.94 | 7.12 | 2.88 | NA | 5.26 | 8.97 | 15.31 | 1.59 | 14.43 | 25.81 | -37.32 | 4.98 | 15.18 | 4.38 | 8.75 | 28.03 | -22.63 | -12.48 | -9.64 | 17.80 | 21.85 | 21.39 |
| Sharpe Ratio | NA | 1.09 | 0.57 | 0.14 | 0.29 | NA | NA | 0.15 | 2.78 | 1.20 | 0.07 | 0.79 | 0.94 | -0.93 | 0.12 | 1.19 | 0.21 | 0.71 | 1.61 | -0.91 | -0.70 | -0.62 | 0.81 | 0.89 | 1.39 |
| Standard Deviation(%) | NA | 13.07 | 18.55 | 25.93 | 20.61 | NA | NA | 21.02 | 12.04 | 12.82 | 23.56 | 18.22 | 27.21 | 41.06 | 16.09 | 10.05 | 10.28 | 11.03 | 17.02 | 26.04 | 21.34 | 22.02 | 17.91 | 20.78 | 20.61 |
| Draw Down(%) | NA | 8.83 | 18.92 | 51.73 | 55.57 | NA | NA | 55.57 | 3.79 | 9.61 | 18.92 | 15.69 | 27.26 | 47.98 | 9.88 | 7.49 | 7.06 | 7.73 | 13.80 | 33.29 | 29.39 | 16.92 | 11.93 | 19.27 | 10.85 |
| Yield(%) | 0.00 | 1.77 | 1.73 | 1.46 | 1.89 | 1.10 | 1.16 | 1.54 | 0.00 | 1.92 | 1.58 | 1.58 | 1.88 | 1.53 | 1.50 | 1.40 | 1.38 | 0.01 | 1.24 | 0.88 | 0.59 | 0.61 | 0.00 | 0.00 | 0.00 |
Data as of 04/19/2013, AR inception is 04/23/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDSRX (BlackRock S&P 500 Index A) |
-16.62%
Mar 2000 - Mar 2003 |
-7.38%
Feb 2004 - Feb 2009 |
-4.30%
Feb 1999 - Feb 2009 |
2.91%
Jul 1997 - Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDSRX (BlackRock S&P 500 Index A) |
24.90%
Feb 2009 - Feb 2012 |
14.51%
Sep 2002 - Sep 2007 |
7.81%
Mar 2003 - Mar 2013 |
3.59%
Jan 1998 - Jan 2013 |
Annualized Rolling Returns Comparison Chart