Blackrock Funds - iShares Total US Stock Market Index Fund
Provider: Exchange
| Annualised Return | 13.76% |
| Realised Volatility | 16.03% |
| Downside Volatility | 11.23% |
| Max Drawdown | -24.71% |
| Winning months | 69.91% |
| Sharpe Ratio | 0.86 |
| Sortino Ratio | 1.22 |
| Calmar Ratio | 0.56 |
| Viking Ratio | 0.43 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.1% | 5.36% | 3.19% | -4.43% | 4.68% | 3.09% | 1.9% | 2.15% | 2.02% | -0.72% | 6.61% | -0.14% | 27.23% |
| 2023 | 6.81% | -2.32% | 2.65% | 1.02% | 0.37% | 6.8% | 3.58% | -1.97% | -4.8% | -2.62% | 9.3% | 5.27% | 25.61% |
| 2022 | -5.91% | -2.52% | 3.15% | -8.95% | -0.05% | -8.38% | 9.38% | -3.72% | -9.36% | 8.28% | 5.14% | -5.86% | -19.31% |
| 2021 | -0.41% | 3.04% | 3.58% | 5.1% | 0.47% | 2.49% | 1.62% | 2.84% | -4.51% | 6.65% | -1.52% | 3.92% | 25.31% |
| 2020 | -0.14% | -8.16% | -13.79% | 13.24% | 5.34% | 2.16% | 5.69% | 7.25% | -3.67% | -2.2% | 12.16% | 4.45% | 20.52% |
| 2019 | 8.54% | 3.47% | 1.47% | 3.95% | -6.43% | 6.96% | 1.47% | -1.98% | 1.64% | 2.15% | 3.83% | 2.82% | 30.67% |
| 2018 | 5.38% | -3.79% | -2.05% | 0.35% | 2.79% | 0.59% | 3.28% | 3.5% | 0.16% | -7.39% | 1.95% | -9.33% | -5.55% |
| 2017 | 1.88% | 3.7% | 0% | 1.09% | 0.88% | 0.87% | 1.92% | 0.19% | 2.36% | 2.21% | 2.97% | 0.87% | 20.61% |
| 2016 | -5.43% | 0.12% | 7.11% | 0.58% | 1.74% | 0.23% | 3.86% | 0.22% | 0.11% | -2.07% | 4.34% | 1.92% | 12.87% |
| 2015 | -5.54% | -2.92% | 7.76% | 0.58% | -2.19% | -2.78% |