BlackRock Diversified Equity Fund
Provider: Exchange
| Annualised Return | 28.71% |
| Realised Volatility | 28.34% |
| Downside Volatility | 1.33% |
| Max Drawdown | -0.69% |
| Winning months | 87.5% |
| Sharpe Ratio | 1.01 |
| Sortino Ratio | 21.61 |
| Calmar Ratio | 41.81 |
| Viking Ratio | 0 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 32.42% | -0.69% | 6.61% | -0.14% | 40% |
| 2023 | 0% | 0% | 0% | 0% | 0% |