Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| STSEX (BLACKROCK EXCHANGE PORTFOLIO BLACKROCK) | 10.48% | 11.25% | 17.13% | 17.01% | 12.77% | 12.65% | 9.56% | 10.43% |
Data as of 06/25/2025, AR inception is 01/10/1980
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STSEX (BLACKROCK EXCHANGE PORTFOLIO BLACKROCK) | 01/10/1980 | 06/25/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 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 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.57 | 11.25 | 17.13 | 17.01 | 12.77 | 12.65 | 9.56 | 10.43 | 10.48 | 16.06 | 20.71 | -5.51 | 31.09 | 9.30 | 28.62 | -2.95 | 15.24 | 13.82 | -2.66 | 10.24 | 27.93 | 9.04 | 1.11 | 11.88 | 23.78 | -32.79 | 8.42 | 13.31 | 3.06 | 6.06 | 19.46 | -19.68 | -11.05 | -6.73 | 17.65 | 24.50 | 28.90 | 23.37 | 32.00 | 1.03 | 1.52 | 5.24 | 29.37 | -7.80 | 33.59 | 13.29 | 5.20 | 16.33 | 33.58 | 0.09 | 15.97 | 22.33 | -5.09 | 27.19 |
| Sharpe Ratio | NA | 0.44 | 1.04 | 0.95 | 0.65 | NA | NA | 0.44 | 0.87 | 0.87 | 1.42 | -0.33 | 2.63 | 0.27 | 2.26 | -0.25 | 2.19 | 1.10 | -0.18 | 0.91 | 2.70 | 0.77 | 0.05 | 0.72 | 0.98 | -0.96 | 0.37 | 1.05 | 0.10 | 0.52 | 1.24 | -0.87 | -0.73 | -0.56 | 0.85 | 1.07 | 1.34 | 1.62 | 3.43 | -0.19 | -0.05 | 0.26 | 1.76 | -0.80 | 2.09 | 0.52 | 0.04 | 0.79 | 1.89 | -0.47 | 0.98 | 0.87 | -1.05 | 0.91 |
| Standard Deviation(%) | NA | 15.64 | 14.79 | 15.18 | 17.15 | NA | NA | 16.80 | 19.13 | 10.83 | 11.67 | 20.90 | 11.82 | 33.97 | 12.02 | 17.14 | 6.69 | 12.39 | 14.77 | 11.20 | 10.33 | 11.79 | 21.48 | 16.43 | 24.07 | 34.96 | 14.66 | 9.58 | 9.24 | 9.77 | 15.11 | 23.97 | 18.59 | 19.29 | 16.89 | 19.87 | 18.84 | 12.18 | 8.21 | 10.16 | 10.02 | 10.82 | 14.48 | 16.32 | 13.34 | 16.35 | 26.36 | 15.34 | 14.99 | 14.15 | 10.04 | 17.00 | 14.29 | 21.85 |
| Draw Down(%) | NA | 11.40 | 14.82 | 19.57 | 31.28 | NA | NA | 51.14 | 11.40 | 6.88 | 6.44 | 19.57 | 5.11 | 31.28 | 5.97 | 17.03 | 3.56 | 8.50 | 11.44 | 7.75 | 4.64 | 8.89 | 16.99 | 14.74 | 26.71 | 41.04 | 8.27 | 8.31 | 6.97 | 6.95 | 10.93 | 30.71 | 26.08 | 11.41 | 12.84 | 17.73 | 11.08 | 7.18 | 3.00 | 8.97 | 6.44 | 7.12 | 6.00 | 20.57 | 7.48 | 9.35 | 32.68 | 10.53 | 3.83 | 10.07 | 4.53 | 9.91 | 15.64 | 12.20 |
| Yield(%) | 0.00 | 0.92 | 1.29 | 1.63 | 2.13 | 3.17 | 2.47 | 12.26 | 0.06 | 1.06 | 1.27 | 1.13 | 1.33 | 1.42 | 1.78 | 1.65 | 1.87 | 2.21 | 1.85 | 2.66 | 2.03 | 2.34 | 1.76 | 1.31 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.26 | 1.86 | 1.85 | 1.65 | 1.61 | 2.27 | 2.13 | 2.94 | 2.96 | 3.38 | 2.59 | 2.99 | 2.69 | 2.96 | 3.87 | 3.25 | 3.54 |
Data as of 06/25/2025, AR inception is 01/10/1980
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STSEX (BLACKROCK EXCHANGE PORTFOLIO BLACKROCK) |
-13.41%
Mar 2000 - Mar 2003 |
-6.49%
Feb 2004 - Feb 2009 |
-3.80%
Feb 1999 - Feb 2009 |
2.57%
Aug 2000 - Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STSEX (BLACKROCK EXCHANGE PORTFOLIO BLACKROCK) |
32.00%
Jul 1984 - Jul 1987 |
26.90%
Jul 1982 - Jul 1987 |
16.73%
Jul 1982 - Jul 1992 |
17.27%
Jul 1982 - Jul 1997 |
Annualized Rolling Returns Comparison Chart