Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Blackrock No Load Mutual Funds Strategic Asset Allocation - Equal Weight Moderate | NA | 4.00% | 4.49% | 2.45% | 4.92% | 4.97% | NA | 4.89% |
Data as of 10/31/2019, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Blackrock No Load Mutual Funds Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.85 | 4.00 | 4.49 | 2.45 | 4.92 | 4.97 | NA | 4.89 | 15.18 | -8.65 | 8.59 | 3.01 | -2.94 | -2.77 | 15.40 | 11.14 | -1.01 | 12.44 | 26.31 | -19.57 | 5.70 | 10.82 | 7.08 | 9.72 | 21.45 | -5.59 | -5.02 |
| Sharpe Ratio | NA | 2.07 | 0.43 | 0.24 | 0.53 | NA | NA | 0.47 | 2.07 | -0.93 | 1.45 | 0.33 | -0.36 | -0.28 | 2.45 | 1.98 | -0.10 | 1.48 | 2.33 | -1.50 | 0.37 | 1.30 | 1.08 | 1.45 | 3.76 | -1.07 | -1.00 |
| Standard Deviation(%) | NA | 6.64 | 7.98 | 8.11 | 8.19 | NA | NA | 8.13 | 6.64 | 10.78 | 5.48 | 8.41 | 8.18 | 10.06 | 6.27 | 5.59 | 10.00 | 8.37 | 11.27 | 13.69 | 7.28 | 5.80 | 4.56 | 6.07 | 5.53 | 6.27 | 7.31 |
| Draw Down(%) | NA | 3.83 | 16.84 | 16.84 | 16.84 | NA | NA | 29.07 | 3.83 | 16.84 | 3.92 | 9.20 | 9.41 | 8.76 | 4.74 | 4.38 | 11.64 | 7.07 | 10.43 | 27.09 | 6.04 | 7.51 | 4.00 | 6.43 | 3.54 | 11.73 | 13.11 |
| Yield(%) | NA | 1.57 | 1.88 | 2.39 | 4.15 | NA | NA | 4.25 | 1.57 | 3.70 | 0.26 | 2.28 | 4.08 | 7.92 | 11.36 | 4.21 | 3.25 | 2.94 | 4.05 | 3.37 | 4.67 | 5.23 | 4.07 | 5.43 | 3.70 | 4.80 | 3.97 |
Data as of 10/31/2019, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Blackrock No Load Mutual Funds Strategic Asset Allocation - Equal Weight Moderate |
-4.75%
Feb 2006 - Feb 2009 |
-0.72%
Dec 2013 - Dec 2018 |
3.86%
Feb 2006 - Feb 2016 |
4.46%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Blackrock No Load Mutual Funds Strategic Asset Allocation - Equal Weight Moderate |
16.56%
Feb 2009 - Feb 2012 |
12.84%
Feb 2009 - Feb 2014 |
8.09%
Mar 2003 - Mar 2013 |
6.69%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart