Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SSGPX (BLACKROCK ENERGY & RESOURCES PORTFOLIO INVESTOR B) | NA | -4.68% | -8.28% | -9.64% | -7.04% | 5.94% | NA | 5.43% |
Data as of 02/01/2018, AR inception is 08/17/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SSGPX (BLACKROCK ENERGY & RESOURCES PORTFOLIO INVESTOR B) | 08/17/2001 | 02/01/2018 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.68 | -8.28 | -9.64 | -7.04 | 5.94 | NA | 5.43 | 0.00 | -6.96 | 31.52 | -38.80 | -26.30 | 12.84 | -10.79 | -15.43 | 22.67 | 77.43 | -53.67 | 30.83 | 4.25 | 55.66 | 46.67 | 59.16 | 4.35 | -4.93 |
| Sharpe Ratio | NA | -0.27 | -0.25 | -0.37 | -0.18 | NA | NA | 0.13 | 0.00 | -0.37 | 0.95 | -1.17 | -1.08 | 0.68 | -0.38 | -0.38 | 0.72 | 1.61 | -0.74 | 1.16 | 0.03 | 2.14 | 2.17 | 4.24 | 0.15 | -0.53 |
| Standard Deviation(%) | NA | 19.79 | 28.68 | 26.76 | 39.25 | NA | NA | 33.48 | NA | 20.35 | 32.90 | 33.05 | 24.43 | 18.81 | 28.59 | 40.70 | 31.56 | 47.99 | 73.57 | 24.01 | 28.18 | 25.00 | 21.06 | 13.80 | 21.41 | 27.99 |
| Draw Down(%) | NA | 24.03 | 54.05 | 68.58 | 78.23 | NA | NA | 78.23 | 0.00 | 26.11 | 18.64 | 46.89 | 43.05 | 11.83 | 34.72 | 42.24 | 24.47 | 30.33 | 75.04 | 18.04 | 28.22 | 16.30 | 12.51 | 7.21 | 28.00 | 21.62 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 2.13 | 16.52 | 12.14 | 15.18 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.14 | 3.64 | 0.59 | 0.00 | 18.09 | 20.12 | 29.98 | 20.96 | 5.75 | 2.29 | 0.00 | 0.00 |
Data as of 02/01/2018, AR inception is 08/17/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSGPX (BLACKROCK ENERGY & RESOURCES PORTFOLIO INVESTOR B) |
-25.84%
Jun 2014 - Jun 2017 |
-20.28%
Feb 2011 - Feb 2016 |
-7.69%
Jan 2006 - Jan 2016 |
4.34%
May 2002 - May 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSGPX (BLACKROCK ENERGY & RESOURCES PORTFOLIO INVESTOR B) |
61.78%
Apr 2003 - Apr 2006 |
43.14%
Jun 2003 - Jun 2008 |
17.59%
Nov 2001 - Nov 2011 |
7.30%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart