BlackRock Low Duration Bond Portfolio
Provider: Exchange
| Annualised Return | 3.55% |
| Realised Volatility | 2.33% |
| Downside Volatility | 2.8% |
| Max Drawdown | -11.87% |
| Winning months | 81.23% |
| Sharpe Ratio | 1.53 |
| Sortino Ratio | 1.27 |
| Calmar Ratio | 0.3 |
| Viking Ratio | 0.17 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.46% | -0.23% | 0.46% | -0.23% | 0.81% | 0.57% | 1.25% | 1.01% | 0.89% | -0.55% | 0.33% | 0.11% | 4.97% |
| 2023 | 1.22% | -0.73% | 1.34% | 0.36% | -0.24% | -0.36% | 0.6% | 0.48% | -0.24% | 0.12% | 1.67% | 1.53% | 5.88% |
| 2022 | -0.93% | -0.82% | -1.3% | -0.84% | 0.36% | -1.33% | 0.98% | -0.61% | -1.59% | -0.5% | 1.25% | 0.49% | -4.78% |
| 2021 | 0.12% | 0.12% | 0% | 0.23% | 0.12% | -0.12% | -0.12% | 0.23% | -0.12% | 0% | -0.69% | 0% | -0.23% |
| 2020 | 0.6% | 0.36% | -4.05% | 2.11% | 1.34% | 0.96% | 0.83% | 0.24% | 0% | 0.24% | 0.47% | 0.35% | 3.37% |
| 2019 | 0.63% | 0.38% | 0.75% | 0.37% | 0.49% | 0.74% | 0% | 0.73% | 0% | 0.24% | 0% | 0.36% | 4.79% |
| 2018 | 0% | -0.13% | 0% | 0% | 0.26% | 0% | 0.25% | 0.38% | 0% | 0% | 0% | 0.38% | 1.15% |
| 2017 | 0.26% | 0.39% | 0.13% | 0.26% | 0.26% | 0.13% | 0.38% | 0.13% | 0% | 0.13% | -0.13% | 0% | 1.95% |
| 2016 | 0.4% | -0.13% | 0.4% | 0.26% | 0% | 0.52% | 0.13% | 0.13% | 0.26% | -0.13% | -0.26% | 0.26% | 1.85% |
| 2015 | 0.67% | -0.13% | 0.4% | 0.13% | 0.13% | -0.13% | 0.13% | -0.26% | 0.26% | 0% | -0.13% | -0.13% | 0.93% |
| 2014 | 0.41% | 0.27% | 0% | 0.4% | 0.54% | 0.13% | -0.13% | 0.27% | -0.27% | 0% | 0.27% | -0.4% | 1.49% |
| 2013 | 0.14% | 0.27% | 0.14% | 0.41% | -0.27% | -1.09% | 0.41% | 0% | 0.27% | 0.55% | 0.27% | 0.14% | 1.23% |
| 2012 | 0.87% | 0.43% | 0.43% | 0.57% | 0% | 0.28% | 0.56% | 0.56% | 0.56% | 0.28% | 0.28% | 0.28% | 5.19% |
| 2011 | 0.59% | 0.15% | 0.15% | 0.73% | 0.44% | -0.14% | 0.43% | -0.72% | -0.29% | 0.58% | -0.14% | 0.58% | 2.36% |
| 2010 | 1.56% | 0.31% | 0.31% | 0.61% | 0% | 0.45% | 0.75% | 0.45% | 0.6% | 0.74% | -0.29% | -0.15% | 5.45% |
| 2009 | 1.6% | -0.7% | 1.41% | 1.39% | 2.23% | 0.84% | 2.16% | 1.46% | 1.12% | 1.11% | 0.63% | 0% | 14.03% |
| 2008 | 1.45% | 0.64% | -1.74% | -0.16% | 0.32% | -0.64% | -1.29% | -0.66% | -0.99% | -2% | -5.27% | 1.08% | -9.05% |
| 2007 | 0.34% | 0.68% | 0.68% | 0.5% | -0.33% | 0.5% | 1% | 0.17% | 0.99% | 0.16% | 0.49% | 0.49% | 5.81% |
| 2006 | 0.36% | 0% | 0.18% | 0.35% | 0.18% | 0.18% | 0.7% | 0.52% | 0.52% | 0.17% | 0.69% | 0% | 3.91% |
| 2005 | 0% | 0% | 0% | 0.36% | 0.36% | 0% | 0% | 0.54% | -0.18% | -0.18% | 0.18% | 0.54% | 1.62% |
| 2004 | 0.18% | 0.55% | 0.18% | 0% | 0% | 0% | -0.54% | 0.55% | 0% | 0.36% | -0.18% | 0.18% | 1.28% |
| 2003 | -0.19% | 0.56% | 0.19% | 0.19% | 0.55% | 0.18% | -0.73% | 0% | 0.92% | -0.18% | -0.18% | 0.55% | 1.86% |
| 2002 | 0.59% | 0.59% | -0.78% | 1.18% | 0.39% | 0.58% | 0.96% | 0.57% | 0.76% | 0.19% | 0% | 0.94% | 6.13% |
| 2001 | 1.28% | 0.63% | 0.84% | 0.21% | 0.62% | 0.41% | 1.23% | 0.4% | 1.41% | 1.19% | -0.59% | -0.2% | 7.66% |
| 2000 | -0.23% | 0.92% | 0.69% | 0.23% | 0% | 1.36% | 0.67% | 0.89% | 0.66% | 0.66% | 0.87% | 1.29% | 8.29% |
| 1999 | 0.48% | -0.72% | 1.44% | 0.47% | 0% | 0.24% | 0.24% | 0.23% | 0.7% | 0.23% | 0.46% | 0.23% | 4.08% |
| 1998 | 0.51% | 0% | 1.02% | 0.5% | 0.5% | 0.75% | 0.5% | 0.99% | 0.98% | 0% | 0.24% | 0.48% | 6.65% |
| 1997 | 0.27% | 0.27% | 0% | 0.81% | 0.8% | 0.53% | 1.06% | 0.26% | 0.78% | 0.52% | 0.26% | 0.51% | 6.25% |
| 1996 | 1.15% | -0.28% | -0.28% | 0.28% | 0.28% | 0.57% | 0.28% | 0% | 1.4% | 1.11% | 0.27% | 0.55% | 5.44% |
| 1995 | 1.26% | 0.62% | 0.62% | 0.92% | 1.52% | 0.3% | 0.6% | 0.89% | 0.59% | 0.58% | 0.87% | 0.58% | 9.75% |
| 1994 | 0.96% | -0.63% | -0.32% | -0.32% | 0% | 0.32% | 1.28% | 0.32% | -0.31% | 0.32% | -0.31% | 0.32% | 1.6% |
| 1993 | 0.34% | 0.34% | 0.67% | 0.66% | -0.66% | 1.33% | 0.33% | 1.31% | 0.32% | 0% | 0.32% | 0.32% | 5.39% |
| 1992 | 0.34% | 0.68% | -0.68% | 0% | 1.37% | 1.71% |