Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/28/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MRLOX (BlackRock Gbl Alloc R) | 1.98% | 1.16% | 0.73% | 0.99% | 1.48% | 3.18% | 4.47% | 6.13% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MRLOX (BlackRock Gbl Alloc R) | 01/28/2003 | 04/28/2025 |
The return data shown below all have the same latest date: 04/28/2025.
AR inception is since 01/28/2003.
AR inception is since 01/28/2003.
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.91 | 1.16 | 0.73 | 0.99 | 1.48 | 3.18 | 4.47 | 6.13 | 1.98 | 1.76 | 11.97 | -21.36 | -3.35 | 11.77 | 16.80 | -7.94 | 12.92 | 3.45 | -1.38 | 1.59 | 14.02 | 9.62 | -4.02 | 9.45 | 21.27 | -20.83 | 16.27 | 15.60 | 12.41 | 14.28 | 36.80 |
| Sharpe Ratio | NA | -0.37 | -0.31 | -0.12 | -0.02 | NA | NA | 0.44 | 0.14 | -0.47 | 0.94 | -1.43 | -0.29 | 0.59 | 2.39 | -1.10 | 3.15 | 0.38 | -0.17 | 0.23 | 1.87 | 1.15 | -0.28 | 0.86 | 1.53 | -1.07 | 1.66 | 1.66 | 1.67 | 1.79 | 4.62 |
| Standard Deviation(%) | NA | 12.56 | 12.22 | 12.37 | 11.24 | NA | NA | 10.97 | 15.37 | 10.27 | 8.32 | 15.94 | 11.50 | 19.47 | 6.44 | 8.47 | 3.92 | 8.51 | 8.18 | 6.75 | 7.47 | 8.40 | 14.71 | 10.87 | 13.87 | 20.27 | 8.05 | 7.44 | 6.12 | 7.44 | 8.53 |
| Draw Down(%) | NA | 12.44 | 17.97 | 33.48 | 33.48 | NA | NA | 33.48 | 10.10 | 8.99 | 8.50 | 26.45 | 12.02 | 21.66 | 3.18 | 14.37 | 1.28 | 7.56 | 10.13 | 6.36 | 6.28 | 8.49 | 15.30 | 8.66 | 14.72 | 32.92 | 5.85 | 9.48 | 4.33 | 6.78 | 5.70 |
| Yield(%) | 0.00 | 1.00 | 0.59 | 0.53 | 2.53 | 3.36 | 4.44 | 6.22 | 0.00 | 1.03 | 0.88 | 0.00 | 0.66 | 0.07 | 5.95 | 4.43 | 4.96 | 1.65 | 8.68 | 9.15 | 5.98 | 0.93 | 2.57 | 0.98 | 1.78 | 3.54 | 7.56 | 7.86 | 9.89 | 4.36 | 4.72 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRLOX (BlackRock Gbl Alloc R) |
-6.73%
Nov 2020 - Nov 2023 |
-2.51%
Sep 2017 - Sep 2022 |
0.99%
Oct 2013 - Oct 2023 |
1.74%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRLOX (BlackRock Gbl Alloc R) |
23.66%
Mar 2003 - Mar 2006 |
18.99%
Feb 2003 - Feb 2008 |
10.68%
Mar 2003 - Mar 2013 |
8.82%
Feb 2003 - Feb 2018 |
Annualized Rolling Returns Comparison Chart