Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SSRDX (BlackRock Aurora Inv C) | NA | 14.52% | -12.00% | -4.79% | 2.61% | NA | NA | … | … |
Data as of 09/02/2010, Common starting date is 08/21/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SSRDX (BlackRock Aurora Inv C) | 08/21/1997 | 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 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 14.52 | -12.00 | -4.79 | 2.61 | NA | NA | … | … | 4.38 | 12.28 | -39.83 | -0.10 | 11.75 | 2.22 | 14.15 | 48.64 | -20.33 | 14.97 | 36.03 | 32.55 | -15.83 | 4.18 |
| Sharpe Ratio | NA | 0.64 | -0.31 | -0.19 | 0.03 | NA | NA | … | … | 0.28 | 0.39 | -1.00 | -0.08 | 0.68 | 0.00 | 0.77 | 2.51 | -0.87 | 0.69 | 2.01 | 3.08 | -1.34 | 0.74 |
| Standard Deviation(%) | NA | 22.52 | 39.36 | 33.11 | 28.66 | NA | NA | … | … | 23.13 | 31.19 | 40.59 | 39.50 | 12.52 | 13.58 | 17.22 | 19.09 | 24.72 | 18.66 | 15.94 | 9.52 | 14.26 | 11.49 |
| Draw Down(%) | NA | 19.08 | 67.39 | 67.39 | 67.39 | NA | NA | … | … | 19.08 | 29.72 | 52.03 | 26.23 | 12.53 | 8.59 | 13.82 | 17.30 | 39.56 | 24.67 | 8.70 | 8.49 | 39.10 | 10.29 |
| Yield(%) | 0.00 | 0.85 | 7.76 | 12.65 | 10.85 | 11.01 | 8.25 | … | … | 0.00 | 0.86 | 0.00 | 23.67 | 36.20 | 20.48 | 10.61 | 0.08 | 0.49 | 0.00 | 10.87 | 0.00 | 0.00 | 1.24 |
Data as of 09/02/2010, Common starting date is 08/21/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSRDX (BlackRock Aurora Inv C) |
-19.79%
Feb 2006 – Feb 2009 |
-9.42%
Feb 2004 – Feb 2009 |
2.63%
Aug 2000 – Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSRDX (BlackRock Aurora Inv C) |
33.52%
Mar 1999 – Mar 2002 |
21.88%
Mar 1999 – Mar 2004 |
12.06%
Aug 1998 – Aug 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart
