BSF BlackRock Systematic US Equity Absolute Return Fund Class A2 HDG EUR/ LU0725892466 /
| NAV2024-05-02 | Chg.+0.0700 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 143.0100EUR | +0.05% | reinvestment | Alternative Investments North America | BlackRock (LU) ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | - | - | 2.91 | 2.01 | -1.21 | -1.39 | 0.88 | 1.17 | 0.25 | 0.09 | 3.64 | -0.90 | - |
| 2013 | - | - | -1.20 | -1.32 | 0.71 | -1.10 | 2.73 | -1.12 | -0.57 | 2.84 | -0.24 | -0.86 | -0.24% |
| 2014 | 0.08 | -1.15 | 1.94 | -0.89 | 1.82 | -0.01 | -0.29 | 1.95 | 1.78 | 0.31 | -1.65 | -0.59 | +3.27% |
| 2015 | 2.73 | 3.75 | 1.76 | -0.83 | -1.18 | -2.30 | 3.26 | 1.88 | 2.03 | -0.03 | -2.50 | 0.50 | +9.18% |
| 2016 | -1.22 | -1.83 | 1.41 | 1.13 | 0.94 | -1.38 | -0.87 | 0.31 | -0.73 | -0.87 | 0.08 | 0.69 | -2.36% |
| 2017 | 3.03 | 1.52 | 0.03 | 1.09 | -2.83 | -2.29 | 1.08 | 2.01 | 0.64 | 0.71 | -0.84 | -0.89 | +3.13% |
| 2018 | 0.95 | 1.25 | -0.25 | 0.36 | 1.69 | -0.12 | -0.69 | 1.63 | 0.33 | -3.30 | -5.26 | 1.60 | -2.05% |
| 2019 | 0.74 | 0.26 | -0.84 | 0.89 | 0.96 | 0.09 | 2.30 | -2.63 | -0.90 | -1.74 | 0.58 | -0.39 | -0.78% |
| 2020 | -0.35 | -0.48 | -0.15 | 2.17 | 1.80 | 0.32 | -1.08 | 0.72 | -3.35 | -3.14 | -0.23 | -0.37 | -4.22% |
| 2021 | 0.45 | -1.72 | 2.43 | 0.59 | 0.78 | -0.08 | 1.54 | 0.35 | -0.67 | 1.98 | 0.19 | 1.96 | +8.00% |
| 2022 | 1.81 | -0.77 | -0.37 | 1.71 | -1.59 | -0.89 | -1.16 | -0.88 | 2.65 | 1.23 | 1.36 | 0.28 | +3.32% |
| 2023 | 0.51 | 1.88 | 0.29 | -2.87 | -2.94 | 2.31 | -0.20 | 0.79 | 2.45 | 2.72 | 1.85 | -1.04 | +5.67% |
| 2024 | 4.26 | -1.29 | 2.70 | -0.17 | 0.05 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 5.60% | 5.52% | 5.62% | 6.25% | 5.95% |
| Sharpe ratio | 2.49 | 1.88 | 1.36 | 0.51 | -0.12 |
| Best month | +4.26% | +4.26% | +4.26% | +4.26% | +4.26% |
| Worst month | -1.29% | -1.29% | -2.94% | -2.94% | -3.35% |
| Maximum loss | -3.56% | -3.56% | -3.56% | -6.24% | -10.89% |
| Outperformance | +2.02% | - | -3.73% | -2.36% | +7.04% |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| BlackRock Systematic US.Eq.AR. D... | reinvestment | 137.4800 | +12.92% | +27.64% | |
| BlackRock Systematic US.Eq.AR. A... | reinvestment | 147.3500 | +11.73% | +23.89% | |
| BlackRock Systematic US.Eq.AR. E... | reinvestment | 113.2300 | +10.93% | +21.18% | |
| BlackRock Systematic US.Eq.AR. I... | reinvestment | 11,368.3496 | +7.83% | +19.05% | |
| BlackRock Systematic US.Eq.AR. I... | reinvestment | 116.1900 | +12.20% | +26.50% | |
| BSF BlackRock Systematic US Equi... | reinvestment | 144.8300 | +13.91% | +29.49% | |
| BSF BlackRock Systematic US Equi... | reinvestment | 149.5700 | +12.09% | +23.73% | |
| BlackRock Systematic US.Eq.AR. I... | reinvestment | 123.4300 | +12.32% | +24.78% | |
| BlackRock Systematic US.Eq.AR. D... | reinvestment | 117.5300 | +8.99% | +20.26% | |
| BlackRock Systematic US.Eq.AR. I... | reinvestment | 138.5700 | +13.75% | +30.26% | |
| BlackRock Systematic US.Eq.AR. A... | reinvestment | 210.1400 | +12.44% | +41.87% | |
| BlackRock Systematic US.Eq.AR. A... | reinvestment | 130.0200 | +15.72% | +42.71% | |
| BSF BlackRock Systematic US Equi... | reinvestment | 166.1500 | +13.14% | +27.94% | |
| BSF BlackRock Systematic US Equi... | reinvestment | 143.0100 | +11.49% | +22.58% |
Performance
| YTD | +5.57% | ||
|---|---|---|---|
| 6 Months | +6.80% | ||
| 1 Year | +11.49% | ||
| 3 Years | +22.58% | ||
| 5 Years | +16.61% | ||
| Since start | +43.01% | ||
| Year | |||
| 2023 | +5.67% | ||
| 2022 | +3.32% | ||
| 2021 | +8.00% | ||
| 2020 | -4.22% | ||
| 2019 | -0.78% | ||
| 2018 | -2.05% | ||
| 2017 | +3.13% | ||
| 2016 | -2.36% | ||
| 2015 | +9.18% | ||
