Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PCGEX (BLACKROCK SMALL CAP GROWTH EQUITY PORTFOLIO SERVICE) | NA | 2.26% | 22.45% | 15.21% | 13.43% | 10.01% | 9.77% | … | … |
Data as of 01/07/2022, Common starting date is 12/22/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PCGEX (BLACKROCK SMALL CAP GROWTH EQUITY PORTFOLIO SERVICE) | 12/22/1993 | 01/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.26 | 22.45 | 15.21 | 13.43 | 10.01 | 9.77 | … | … | 0.00 | 7.77 | 33.04 | 33.51 | -5.27 | 12.90 | 13.11 | -3.85 | 1.81 | 44.96 | 10.64 | -0.08 | 22.91 | 34.43 | -40.03 | 15.07 | 18.79 | 6.14 | 10.11 | 54.86 | -27.54 | -34.56 | -13.43 | 72.01 | 6.76 | 8.79 | 31.39 | 46.67 | 5.60 | 4.05 |
| Sharpe Ratio | NA | 0.13 | 0.84 | 0.59 | 0.62 | NA | NA | … | … | NA | 0.55 | 0.86 | 1.90 | -0.32 | 0.56 | 0.68 | -0.22 | 0.10 | 3.00 | 0.57 | 0.00 | 0.95 | 1.13 | -1.06 | 0.68 | 0.99 | 0.28 | 0.51 | 2.88 | -1.09 | -1.29 | -0.41 | 2.60 | 0.12 | 0.25 | 1.39 | 2.81 | 0.17 | 39.08 |
| Standard Deviation(%) | NA | 17.30 | 25.96 | 24.31 | 21.31 | NA | NA | … | … | NA | 22.17 | 38.06 | 16.86 | 20.55 | 22.09 | 18.85 | 17.79 | 18.27 | 14.99 | 18.88 | 33.23 | 24.10 | 30.49 | 38.62 | 17.72 | 15.80 | 14.38 | 17.87 | 18.83 | 26.29 | 28.95 | 43.02 | 26.48 | 27.70 | 20.83 | 19.94 | 15.22 | 15.43 | 10.96 |
| Draw Down(%) | NA | 15.33 | 41.58 | 41.58 | 41.58 | NA | NA | … | … | NA | 15.33 | 41.58 | 8.91 | 28.20 | 13.74 | 18.12 | 15.35 | 15.28 | 6.49 | 20.02 | 30.88 | 21.68 | 27.43 | 52.15 | 10.44 | 14.97 | 11.29 | 21.85 | 13.09 | 39.41 | 45.83 | 47.40 | 11.74 | 39.80 | 25.35 | 19.59 | 9.23 | 17.74 | 0.10 |
| Yield(%) | 0.00 | 0.00 | 5.82 | 9.78 | 11.73 | 9.23 | 10.68 | … | … | 0.00 | 0.00 | 8.13 | 8.03 | 21.74 | 13.36 | 0.00 | 6.07 | 23.73 | 44.84 | 11.77 | 2.62 | 0.15 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 27.07 | 19.51 | 0.00 | 5.95 | 9.47 | 0.00 | 0.01 | 0.04 |
Data as of 01/07/2022, Common starting date is 12/22/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PCGEX (BLACKROCK SMALL CAP GROWTH EQUITY PORTFOLIO SERVICE) |
-35.40%
Feb 2000 – Feb 2003 |
-13.46%
Feb 2000 – Feb 2005 |
-5.43%
Feb 2000 – Feb 2010 |
1.19%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PCGEX (BLACKROCK SMALL CAP GROWTH EQUITY PORTFOLIO SERVICE) |
47.85%
Feb 1997 – Feb 2000 |
40.38%
Feb 1995 – Feb 2000 |
15.97%
Feb 2009 – Feb 2019 |
11.77%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart