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 - Optimal Moderate | NA | 9.80% | 2.81% | 1.62% | 4.80% | 4.82% | NA | 4.84% |
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 - Optimal 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 (%) | 0.65 | 9.80 | 2.81 | 1.62 | 4.80 | 4.82 | NA | 4.84 | 20.73 | -6.09 | -2.79 | 3.76 | -3.03 | 4.59 | 13.44 | 8.58 | -1.44 | 11.69 | 22.34 | -23.73 | 9.01 | 12.11 | 8.76 | 10.52 | 28.88 | -8.15 | -5.00 |
| Sharpe Ratio | NA | 2.74 | 0.23 | 0.15 | 0.43 | NA | NA | 0.35 | 2.73 | -0.69 | -0.32 | 0.42 | -0.36 | 0.62 | 1.81 | 1.10 | -0.10 | 0.95 | 1.34 | -1.20 | 0.61 | 1.07 | 0.96 | 1.02 | 3.24 | -0.87 | -0.83 |
| Standard Deviation(%) | NA | 7.06 | 9.61 | 9.16 | 9.79 | NA | NA | 10.83 | 7.06 | 10.76 | 10.54 | 8.43 | 8.45 | 7.33 | 7.39 | 7.77 | 14.87 | 12.26 | 16.62 | 20.60 | 9.82 | 8.20 | 6.85 | 9.43 | 8.70 | 10.57 | 8.80 |
| Draw Down(%) | NA | 3.46 | 17.60 | 17.60 | 17.60 | NA | NA | 36.94 | 3.46 | 15.03 | 9.46 | 8.13 | 9.36 | 5.05 | 6.22 | 7.18 | 15.34 | 10.70 | 15.99 | 33.05 | 6.29 | 9.40 | 5.00 | 9.56 | 6.86 | 16.37 | 14.08 |
| Yield(%) | NA | 1.46 | 2.27 | 2.40 | 4.19 | NA | NA | 3.95 | 1.47 | 5.07 | 0.21 | 1.92 | 3.28 | 6.85 | 15.08 | 2.88 | 2.57 | 2.15 | 1.66 | 2.30 | 4.21 | 6.27 | 4.47 | 6.71 | 2.31 | 3.38 | 2.25 |
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 - Optimal Moderate |
-7.24%
Feb 2006 - Feb 2009 |
-0.80%
Dec 2013 - Dec 2018 |
2.61%
Dec 2007 - Dec 2017 |
3.94%
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 - Optimal Moderate |
18.71%
Mar 2003 - Mar 2006 |
14.65%
Oct 2002 - Oct 2007 |
8.49%
Mar 2003 - Mar 2013 |
6.65%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart