BlackRock Advantage Large Cap Growth Fund
Provider: Exchange
| Annualised Return | 11.09% |
| Realised Volatility | 16.26% |
| Downside Volatility | 12.79% |
| Max Drawdown | -53.3% |
| Winning months | 66.67% |
| Sharpe Ratio | 0.68 |
| Sortino Ratio | 0.87 |
| Calmar Ratio | 0.21 |
| Viking Ratio | 0.29 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.59% | 6.55% | 1.78% | -4.47% | 6.13% | 6.84% | -1.98% | 2.7% | 2.87% | -0.48% | 6.17% | 1.96% | 34.43% |
| 2023 | 7.91% | -1.54% | 6.72% | 0.31% | 3.54% | 7.66% | 2.74% | -1.22% | -5.28% | -1.31% | 11.19% | 4.25% | 39.39% |
| 2022 | -8.45% | -5.38% | 3.51% | -11.42% | -1.95% | -8.25% | 10.95% | -4.93% | -9.74% | 6.03% | 4.48% | -7.62% | -30.37% |
| 2021 | -0.85% | 0.31% | 1.78% | 6.57% | -0.73% | 5.81% | 3.01% | 2.87% | -5.43% | 7.95% | 0.75% | 2.27% | 26.28% |
| 2020 | 2.61% | -6.85% | -10.26% | 14.57% | 6.4% | 4.3% | 6.97% | 9.94% | -5.22% | -3.76% | 9.92% | 4.19% | 33.99% |
| 2019 | 9.37% | 3.59% | 2.12% | 4.52% | -5.68% | 6.11% | 1.8% | -1.5% | -0.18% | 2.88% | 4.2% | 2.68% | 33.33% |
| 2018 | 8.03% | -1.96% | -2.59% | -0.2% | 3.9% | 0.59% | 2.75% | 5.93% | 0.27% | -9.54% | 0.3% | -8.93% | -2.96% |
| 2017 | 2.21% | 4.58% | -0.36% | 1.71% | 0.6% | 0.36% | 2.38% | 1.74% | 1.6% | 3.03% | 2.62% | 0.53% | 23.02% |
| 2016 | -6.72% | -1.38% | 6.84% | -0.73% | 1.61% | -1.44% | 3.95% | 0.99% | 0.14% | -1.11% | 6.06% | 2.12% | 10.01% |
| 2015 | -1.16% | 4.09% | -1.4% | -0.14% | 1.85% | -1.4% | 2.27% | -6.11% | -2.81% | 8.07% | -0.14% | -1.41% | 1.01% |
| 2014 | -3.76% | 3.31% | -0.87% | 1.17% | 2.03% | 3.27% | -2.89% | 1.13% | -5.05% | 0.3% | 1.62% | 0.29% | 0.14% |
| 2013 | 4.66% | 1.03% | 2.37% | 0.5% | 1.65% | -1.46% | 2.96% | -1.12% | 3.72% | 4.05% | 1.2% | 2.22% | 23.84% |
| 2012 | 5.57% | 3.95% | 1.99% | 0% | -7.1% | 2.68% | -0.74% | 3% | 3.64% | -1.93% | 0% | 0% | 10.93% |
| 2011 | 2.06% | 4.04% | 0.71% | 2.81% | -0.51% | -2.4% | -4.04% | -8.79% | -11.04% | 14.67% | -0.79% | -0.2% | -5.63% |
| 2010 | -2.71% | 4.65% | 6.44% | 5.43% | -8.51% | -6.93% | 6.98% | -6.09% | 9.49% | 3.17% | 1.43% | 7.68% | 20.59% |
| 2009 | -9.09% | -8% | 6.16% | 12.63% | 5.15% | 1.15% | 8.26% | 5% | 4.51% | -4.32% | 5.01% | 5.49% | 33.94% |
| 2008 | -4.45% | -3.3% | -1.81% | 5.52% | 4.26% | -8.92% | -1.02% | 2.89% | -11.62% | -22.22% | -8.16% | 4.76% | -38.78% |
| 2007 | 2.12% | 1.13% | 1.49% | 3.49% | 4.97% | -1.02% | -6.15% | -0.18% | 2.55% | 1.25% | -4.04% | -1.28% | 3.85% |
| 2006 | 3.89% | -0.88% | 2.89% | 1.3% | -2.56% | 0% | -1.31% | 3.33% | 1.72% | 3.59% | 5.09% | 0.58% | 18.76% |
| 2005 | -4.94% | 3.64% | -0.75% | -3.28% | 4.18% | 2.51% | 5.38% | -0.23% | 0% | -4.19% | 4.61% | 1.39% | 7.9% |
| 2004 | 2.74% | 3.55% | 0% | -2% | 2.33% | 2.56% | -3.61% | 0.58% | 3.44% | 1.66% | 6.27% | 3.85% | 23.1% |
| 2003 | -4.51% | -3.86% | -1.34% | 9.5% | 9.5% | 1.13% | 4.48% | 4.29% | -3.08% | 6.36% | 2.99% | 6.13% | 34.84% |
| 2002 | 0% | 1.64% | 7.1% | -2.11% | 0.31% | -7.98% | -13.33% | -1.15% | -11.28% | 1.75% | 11.64% | -5.79% | -20% |
| 2001 | 1.54% | 0.76% | -1.51% | 8.05% | 4.61% | -1.36% | 1.37% | -1.69% | -15.86% | 5.33% | 12.06% | 5.9% | 17.76% |
| 2000 | -5.34% | -5.13% | 11.89% | -1.45% | 0% | -0.49% | 6.4% | 5.09% | 0% | 2.64% | -0.43% | 11.64% | 25.73% |
| 1999 | -3.3% | -1.95% | 1.99% | 8.78% | 0.45% | 0.45% | -0.89% | -3.59% | -6.05% | -0.99% | 1% | 1.98% | -2.83% |
| 1998 | 0.5% | 6.93% | 4.63% | 1.33% | -1.75% | 0.44% | -3.1% | -16.44% | 4.37% | 3.14% | 4.57% | 2.91% | 5.47% |
| 1997 | 3.16% | 0.61% | -2.44% | 1.87% | 5.52% | 2.91% | 6.78% | 0.53% | 4.21% | -3.03% | 1.56% | 3.08% | 27.22% |
| 1996 | 0.79% | 3.15% | 1.53% | 2.26% | 1.47% | 0% | -3.62% | 4.51% | 4.32% | 2.76% | 4.7% | 1.28% | 25.4% |
| 1995 | 0% | 4.08% | 2.94% | 2.86% | 1.85% | 1.82% | 5.36% | 1.69% | 0% | -1.67% | 5.08% | 1.61% | 28.57% |
| 1994 | 1.94% | 0% | -3.81% | -0.99% | 0% | -3% | 2.06% | 4.04% | 0% | -0.97% | -4.9% | 1.03% | -4.85% |
| 1993 | 2.38% | 2.33% | 4.55% | -1.09% | 1.1% | 1.09% | 1.08% | 5.32% | 0% | 3.03% | -1.96% | 3% | 22.62% |
| 1992 | 0% | 1.33% | 0% | 1.32% | 1.3% | -2.56% | 2.63% | 0% | 2.56% | 0% | 3.75% | 1.2% | 12% |
| 1991 | 1.59% | 6.25% | 0% | 1.47% | 1.45% | -5.71% | 4.55% | 2.9% | -1.41% | 2.86% | -4.17% | 8.7% | 19.05% |
| 1990 | -4.23% | 1.47% | 1.45% | -2.86% | 5.88% | -1.39% | -1.41% | -7.14% | -6.15% | -1.64% | 3.33% | 1.61% | -11.27% |