BSF BlackRock Systematic US Equity Absolute Return Fund Class A2 USD/ LU0725887540 /
| NAV1/23/2025 | Chg.-0.1600 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 174.8500USD | -0.09% | reinvestment | Alternative Investments North America | BlackRock (LU) ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | - | - | 2.94 | 2.04 | -1.21 | -1.36 | 0.88 | 1.19 | 0.30 | 0.13 | 3.69 | 0.01 | - |
| 2013 | 0.68 | -1.81 | -0.95 | -1.64 | 0.88 | -1.08 | 2.99 | -1.13 | -0.74 | 3.07 | -0.24 | -0.85 | -0.98% |
| 2014 | 0.08 | -1.14 | 1.94 | -0.90 | 1.81 | -0.03 | -0.25 | 1.93 | 1.76 | 0.34 | -1.53 | -0.45 | +3.54% |
| 2015 | 2.50 | 3.80 | 1.70 | -0.81 | -1.15 | -2.30 | 3.27 | 1.91 | 2.09 | -0.02 | -2.82 | 0.74 | +9.00% |
| 2016 | -1.35 | -1.81 | 1.50 | 1.36 | 1.03 | -1.26 | -0.75 | 0.44 | -0.60 | -0.72 | 0.17 | 0.89 | -1.17% |
| 2017 | 3.69 | 1.90 | 0.12 | 1.27 | -3.51 | -2.12 | 1.24 | 2.13 | 0.78 | 0.86 | -0.73 | -0.65 | +4.89% |
| 2018 | 1.12 | 1.47 | 0.00 | 0.58 | 1.86 | 0.10 | -0.46 | 1.82 | 0.52 | -3.07 | -5.05 | 1.93 | +0.56% |
| 2019 | 1.01 | 0.49 | -0.61 | 1.15 | 1.22 | 0.34 | 2.55 | -2.36 | -0.64 | -1.51 | 0.76 | -0.14 | +2.19% |
| 2020 | -0.15 | -0.30 | 0.17 | 2.26 | 1.90 | 0.40 | -1.07 | 0.83 | -3.28 | -3.07 | -0.17 | -0.24 | -2.84% |
| 2021 | 0.51 | -1.68 | 2.51 | 0.66 | 0.85 | -0.05 | 1.57 | 0.42 | -0.57 | 2.05 | 0.22 | 2.04 | +8.80% |
| 2022 | 1.72 | -0.62 | -0.26 | 1.55 | -1.23 | -0.72 | -0.95 | -0.68 | 2.83 | 1.26 | 1.37 | 0.55 | +4.83% |
| 2023 | 0.77 | 2.07 | 0.57 | -2.66 | -2.49 | 2.35 | 0.05 | 0.85 | 2.29 | 2.82 | 2.02 | -0.94 | +7.78% |
| 2024 | 4.41 | -1.20 | 2.77 | -0.11 | -0.24 | 2.24 | 1.47 | 1.33 | 0.28 | -2.65 | -0.59 | 0.05 | - |
| 2025 | 3.42 | - | - | - | - | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 5.76% | 5.44% | 5.38% | 5.59% | 5.86% |
| Sharpe ratio | 11.78 | 0.70 | 0.94 | 0.94 | 0.56 |
| Best month | +3.42% | +3.42% | +4.41% | +4.41% | +4.41% |
| Worst month | +0.05% | -2.65% | -2.65% | -2.66% | -3.28% |
| Maximum loss | -0.32% | -4.58% | -4.58% | -5.59% | -9.09% |
| Outperformance | +7.87% | - | -2.26% | +4.71% | +14.59% |
All quotes in USD
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| BlackRock Systematic US.Eq.AR. D... | reinvestment | 145.4100 | +8.01% | +25.78% | |
| BlackRock Systematic US.Eq.AR. I... | reinvestment | 11,598.3398 | +2.89% | +13.26% | |
| BlackRock Systematic US.Eq.AR. I... | reinvestment | 121.5000 | +6.66% | +23.26% | |
| BlackRock Systematic US.Eq.AR. A... | reinvestment | 152.8300 | +5.90% | +20.45% | |
| BlackRock Systematic US.Eq.AR. E... | reinvestment | 117.5600 | +5.36% | +18.56% | |
| BSF BlackRock Systematic US Equi... | reinvestment | 152.8800 | +8.37% | +27.40% | |
| BSF BlackRock Systematic US Equi... | reinvestment | 155.8600 | +6.56% | +20.62% | |
| BlackRock Systematic US.Eq.AR. I... | reinvestment | 128.8500 | +6.81% | +21.57% | |
| BlackRock Systematic US.Eq.AR. D... | reinvestment | 120.6800 | +3.94% | +15.78% | |
| BlackRock Systematic US.Eq.AR. I... | reinvestment | 146.9500 | +8.51% | +28.71% | |
| BSF BlackRock Systematic US Equi... | reinvestment | 174.8500 | +7.71% | +25.74% | |
| BSF BlackRock Systematic US Equi... | reinvestment | 148.6100 | +6.09% | +19.60% | |
| BlackRock Systematic US.Eq.AR. A... | reinvestment | 224.3200 | +10.51% | +37.04% | |
| BlackRock Systematic US.Eq.AR. A... | reinvestment | 140.9700 | +12.02% | +35.74% |
Performance
| YTD | +3.42% | ||
|---|---|---|---|
| 6 Months | +3.21% | ||
| 1 Year | +7.71% | ||
| 3 Years | +25.74% | ||
| 5 Years | +33.43% | ||
| Since start | +74.85% | ||
| Year | |||
| 2023 | +7.78% | ||
| 2022 | +4.83% | ||
| 2021 | +8.80% | ||
| 2020 | -2.84% | ||
| 2019 | +2.19% | ||
| 2018 | +0.56% | ||
| 2017 | +4.89% | ||
| 2016 | -1.17% | ||