Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 03/09/2018.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MDSWX (BlackRock Small Cap Growth II Inv A) | NA | 13.98% | 7.05% | 10.63% | 8.85% | 11.06% | NA | 7.31% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MDSWX (BlackRock Small Cap Growth II Inv A) | 10/28/1999 | 03/09/2018 |
The return data shown below all have the same latest date: 03/09/2018.
AR inception is since 10/28/1999.
AR inception is since 10/28/1999.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 13.98 | 7.05 | 10.63 | 8.85 | 11.06 | NA | 7.31 | -1.29 | 3.61 | 12.82 | -12.19 | -10.74 | 13.89 | -4.16 | -2.87 | 21.95 | 34.13 | -41.08 | -3.16 | 1.18 | 12.93 | 14.85 | 40.28 | -25.14 | -14.40 | -11.40 | 39.50 |
| Sharpe Ratio | NA | -1.20 | -1.36 | -1.18 | -0.78 | NA | NA | -0.80 | -1.51 | -1.06 | -1.12 | -1.60 | -1.31 | -0.21 | -1.08 | -0.64 | 0.14 | 0.50 | -1.56 | -1.18 | -1.16 | -0.52 | -0.27 | 1.09 | -1.85 | -1.32 | -1.88 | 32.77 |
| Standard Deviation(%) | NA | 16.65 | 18.12 | 19.95 | 25.57 | NA | NA | 25.14 | 22.18 | 14.84 | 18.90 | 19.18 | 22.26 | 22.49 | 21.14 | 33.31 | 24.15 | 30.77 | 38.85 | 21.40 | 18.30 | 15.70 | 17.72 | 19.27 | 24.32 | 27.41 | 42.66 | 19.34 |
| Draw Down(%) | NA | 10.17 | 35.56 | 40.03 | 55.76 | NA | NA | 69.79 | 9.76 | 10.17 | 18.13 | 22.06 | 23.82 | 14.06 | 23.69 | 32.67 | 22.09 | 27.71 | 52.72 | 20.32 | 18.49 | 11.66 | 18.14 | 10.20 | 33.33 | 33.17 | 46.67 | 3.43 |
| Yield(%) | 0.00 | 13.96 | 7.53 | 11.42 | 8.59 | 12.55 | 6.95 | 7.72 | 3.88 | 10.26 | 0.23 | 9.09 | 12.13 | 26.38 | 12.75 | 2.14 | 0.00 | 0.00 | 0.00 | 16.54 | 8.82 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDSWX (BlackRock Small Cap Growth II Inv A) |
-25.48%
Feb 2000 - Feb 2003 |
-7.34%
Feb 2000 - Feb 2005 |
-2.54%
Feb 2000 - Feb 2010 |
3.06%
Feb 2000 - Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDSWX (BlackRock Small Cap Growth II Inv A) |
29.08%
Feb 2009 - Feb 2012 |
25.19%
Feb 2009 - Feb 2014 |
10.74%
Mar 2003 - Mar 2013 |
10.80%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart