Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SSRAX (BlackRock Aurora Inv A) | NA | 15.28% | -11.10% | -3.91% | 3.43% | NA | NA | … | … |
Data as of 09/02/2010, Common starting date is 11/11/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SSRAX (BlackRock Aurora Inv A) | 11/11/1998 | 09/02/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 15.28 | -11.10 | -3.91 | 3.43 | NA | NA | … | … | 4.81 | 13.27 | -39.39 | 1.45 | 12.63 | 2.96 | 14.95 | 49.73 | -19.68 | 15.83 | 36.96 | 33.55 | 2.46 |
| Sharpe Ratio | NA | 0.67 | -0.30 | -0.18 | 0.07 | NA | NA | … | … | 0.31 | 0.42 | -0.99 | -0.04 | 0.75 | 0.06 | 0.81 | 2.57 | -0.84 | 0.74 | 2.07 | 3.19 | 1.75 |
| Standard Deviation(%) | NA | 22.55 | 37.64 | 31.27 | 26.78 | NA | NA | … | … | 23.17 | 31.19 | 40.66 | 35.42 | 12.52 | 13.64 | 17.22 | 19.07 | 24.85 | 18.60 | 15.93 | 9.50 | 9.59 |
| Draw Down(%) | NA | 18.94 | 65.74 | 65.74 | 65.74 | NA | NA | … | … | 18.94 | 29.68 | 51.72 | 23.27 | 12.49 | 8.42 | 13.62 | 17.22 | 39.26 | 24.44 | 8.62 | 8.27 | 4.78 |
| Yield(%) | 0.00 | 1.27 | 7.01 | 11.79 | 10.55 | 12.75 | 9.56 | … | … | 0.00 | 1.28 | 0.00 | 21.21 | 32.37 | 18.85 | 9.91 | 0.07 | 0.60 | 0.00 | 10.49 | 0.00 | 0.00 |
Data as of 09/02/2010, Common starting date is 11/11/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSRAX (BlackRock Aurora Inv A) |
-18.96%
Feb 2006 – Feb 2009 |
-8.61%
Feb 2004 – Feb 2009 |
3.48%
Aug 2000 – Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSRAX (BlackRock Aurora Inv A) |
34.50%
Mar 1999 – Mar 2002 |
22.79%
Mar 1999 – Mar 2004 |
7.64%
Dec 1998 – Dec 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart