BSF Style Factor F.E2 EUR H/ LU1373035234 /
| NAV5/17/2024 | Chg.+0.3100 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 91.4700EUR | +0.34% | reinvestment | Alternative Investments Worldwide | BlackRock (LU) ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017 | -2.69 | 2.09 | 1.39 | 1.14 | 0.49 | -0.58 | -1.82 | 0.13 | -0.69 | -1.24 | 0.29 | 0.02 | -1.56% |
| 2018 | 1.71 | -1.44 | -0.30 | -0.60 | -3.03 | -1.47 | -0.20 | -2.60 | -0.40 | -0.44 | -0.39 | 0.33 | -8.57% |
| 2019 | 0.88 | -0.61 | 1.57 | -0.75 | -1.46 | 0.49 | 1.32 | -3.54 | 1.44 | -2.88 | -0.79 | -1.57 | -5.90% |
| 2020 | -0.60 | -4.86 | -2.21 | -6.03 | -3.96 | -1.24 | -1.45 | -0.93 | -0.50 | -0.83 | -4.45 | -0.42 | -24.45% |
| 2021 | 1.43 | -0.81 | 3.08 | -0.46 | 2.20 | -0.12 | 0.41 | 1.82 | 0.07 | -0.72 | 1.65 | 3.58 | +12.68% |
| 2022 | 1.22 | -3.83 | -3.48 | 3.50 | -0.28 | 2.81 | -1.13 | -0.26 | 4.87 | -1.67 | -1.13 | -0.49 | -0.26% |
| 2023 | 0.71 | 3.13 | 2.84 | 0.65 | -0.32 | 2.70 | -1.73 | 3.55 | 1.66 | 1.23 | -0.28 | -3.20 | +11.24% |
| 2024 | 4.75 | 0.66 | 2.18 | -0.76 | -0.99 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 6.63% | 7.12% | 6.79% | 7.45% | 8.12% |
| Sharpe ratio | 1.92 | 0.23 | 0.80 | 0.54 | -0.65 |
| Best month | +4.75% | +4.75% | +4.75% | +4.87% | +4.87% |
| Worst month | -3.20% | -3.20% | -3.20% | -3.83% | -6.03% |
| Maximum loss | -3.84% | -3.84% | -4.57% | -8.75% | -31.12% |
| Outperformance | -18.87% | - | -22.34% | -28.26% | - |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| BSF Style Factor F.E2 EUR | reinvestment | 107.4900 | +10.60% | +46.26% | |
| BSF Style Factor F.E2 EUR H | reinvestment | 91.4700 | +9.27% | +25.32% | |
| BSF Style Factor F.I2 EUR H | reinvestment | 101.4500 | +10.67% | +30.25% | |
| BSF Style Factor F.I2 USD | reinvestment | 102.8900 | +12.44% | +35.17% | |
| BSF Style Factor F.D2 CHF H | reinvestment | 86.3200 | +8.09% | +25.12% | |
| BSF Style Factor F.I2 CHF H | reinvestment | 87.6200 | +8.29% | +26.04% | |
| BSF Style Factor F.X2 USD | reinvestment | 123.5000 | +13.04% | +38.00% | |
| BSF Style Factor F.X2 AUD H | reinvestment | 122.2500 | +11.85% | +36.17% | |
| BSF Style Factor F.Z2 USD | reinvestment | 116.6500 | +12.26% | +35.34% | |
| BSF Style Factor F.Z2 EUR H | reinvestment | 101.1000 | +10.53% | +29.80% | |
| BSF Style Factor F.X2 GBP H | reinvestment | 120.2500 | +12.79% | +37.81% | |
| BSF Style Factor F.IPF2 EUR H | reinvestment | 101.9800 | +10.80% | +29.56% | |
| BSF Style Factor F.I2 JPY H | reinvestment | 9,825.0000 | +6.60% | +24.02% | |
| BSF Style Factor F.X2 NZD H | reinvestment | 128.1000 | +13.62% | +42.30% | |
| BSF Style Factor F.I2 GBP H | reinvestment | 100.4100 | +12.18% | +35.27% | |
| BSF Style Factor F.D2 GBP H | reinvestment | 99.8100 | +11.96% | +34.57% | |
| BSF Style Factor F.A2 SEK H | reinvestment | 88.7700 | +10.10% | +29.04% | |
| BSF Style Factor F.IPF2 CHF H | reinvestment | 90.0700 | +8.40% | +26.45% | |
| BSF Style Factor F.I2 USD H | reinvestment | 88.8100 | +14.52% | +72.88% | |
| BSF Style Factor F.X2 EUR H | reinvestment | 97.4400 | +11.28% | +32.59% | |
| BSF Style Factor F.D2 EUR H | reinvestment | 99.8300 | +10.44% | +29.38% | |
| BSF Style Factor F.D2 EUR | reinvestment | 117.7800 | +11.79% | +51.08% | |
| BSF Style Factor F.D2 USD | reinvestment | 115.5000 | +12.22% | +35.01% | |
| BSF BlackRock Systematic Style F... | paying dividend | 96.3300 | +9.83% | +27.27% | |
| BSF BlackRock Systematic Style F... | paying dividend | 110.8100 | +11.61% | +32.79% | |
| BSF Style Factor F.A2 USD | reinvestment | 109.0300 | +11.60% | +32.77% | |
| BSF Style Factor F.A2 EUR H | reinvestment | 85.2100 | +9.78% | +27.41% |
Performance
| YTD | +5.87% | ||
|---|---|---|---|
| 6 Months | +2.67% | ||
| 1 Year | +9.27% | ||
| 3 Years | +25.32% | ||
| 5 Years | -7.04% | ||
| 10 Years | - | ||
| Since start | -12.87% | ||
| Year | |||
| 2023 | +11.24% | ||
| 2022 | -0.26% | ||
| 2021 | +12.68% | ||
| 2020 | -24.45% | ||
| 2019 | -5.90% | ||
| 2018 | -8.57% | ||
| 2017 | -1.56% | ||
