Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PIGSX (BlackRock US Gov bd Port Svc) | NA | -0.75% | 3.82% | 2.66% | 2.09% | 3.25% | 3.34% | 4.05% |
Data as of 01/07/2022, AR inception is 08/20/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PIGSX (BlackRock US Gov bd Port Svc) | 08/20/1993 | 01/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | 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 | -0.75 | 3.82 | 2.66 | 2.09 | 3.25 | 3.34 | 4.05 | 0.00 | -1.22 | 6.34 | 6.50 | 0.43 | 1.68 | 1.32 | 0.36 | 5.35 | -2.35 | 2.58 | 6.46 | 5.68 | 4.33 | 5.12 | 7.05 | 3.83 | 1.23 | 2.40 | 1.67 | 8.68 | 8.34 | 9.97 | 0.57 | 7.30 | 7.41 | 4.08 | 13.49 | -3.56 | 0.11 |
| Sharpe Ratio | NA | -0.47 | 1.07 | 0.67 | 0.58 | NA | NA | 0.74 | NA | -0.91 | 1.58 | 1.55 | -0.31 | 0.40 | 0.41 | 0.10 | 2.14 | -0.71 | 1.05 | 1.56 | 1.50 | 0.97 | 0.85 | 1.39 | 0.26 | -0.46 | 0.44 | 0.25 | 2.17 | 1.38 | 2.01 | -0.84 | 1.20 | 1.31 | 0.17 | 3.32 | -1.68 | -0.58 |
| Standard Deviation(%) | NA | 1.64 | 3.06 | 2.95 | 2.92 | NA | NA | 3.31 | NA | 2.07 | 3.84 | 3.29 | 2.89 | 2.62 | 2.70 | 3.27 | 2.50 | 3.37 | 2.42 | 4.13 | 3.72 | 4.38 | 4.91 | 2.91 | 2.08 | 2.05 | 3.27 | 3.92 | 3.50 | 4.42 | 2.95 | 3.16 | 3.32 | 2.96 | 3.34 | 2.91 | 3.87 | 3.02 |
| Draw Down(%) | NA | 2.27 | 3.62 | 3.62 | 4.93 | NA | NA | 6.71 | NA | 2.59 | 3.62 | 1.87 | 2.49 | 1.55 | 4.07 | 2.47 | 0.86 | 4.93 | 1.17 | 2.17 | 3.66 | 2.13 | 2.82 | 1.60 | 0.90 | 1.66 | 3.50 | 4.15 | 2.01 | 3.32 | 1.57 | 2.33 | 2.31 | 1.63 | 2.85 | 1.19 | 5.90 | 1.85 |
| Yield(%) | 0.00 | 0.70 | 1.64 | 1.83 | 1.93 | 2.87 | 3.10 | 3.78 | 0.00 | 0.70 | 1.69 | 2.40 | 2.33 | 2.06 | 2.02 | 2.33 | 2.22 | 2.46 | 1.55 | 3.81 | 5.06 | 4.66 | 4.42 | 4.31 | 3.74 | 3.23 | 3.42 | 4.37 | 4.83 | 5.57 | 5.85 | 5.61 | 6.21 | 5.61 | 5.30 | 5.89 | 5.18 | 2.11 |
Data as of 01/07/2022, AR inception is 08/20/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PIGSX (BlackRock US Gov bd Port Svc) |
0.11%
Oct 2015 - Oct 2018 |
0.71%
Apr 2013 - Apr 2018 |
2.07%
Dec 2011 - Dec 2021 |
2.84%
May 2003 - May 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PIGSX (BlackRock US Gov bd Port Svc) |
9.40%
May 2000 - May 2003 |
7.24%
Sep 1996 - Sep 2001 |
6.33%
Oct 1994 - Oct 2004 |
5.76%
Nov 1994 - Nov 2009 |
Annualized Rolling Returns Comparison Chart