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Blackrock 100
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IVV 54.1%IDEV 29.9%IEMG 11%IJH 3.5%IJR 1.5%EquityEquity
PositionCategory/SectorWeight
IDEV
iShares Core MSCI International Developed Markets ETF
Foreign Large Cap Equities
29.90%
IEMG
iShares Core MSCI Emerging Markets ETF
Asia Pacific Equities
11%
IJH
iShares Core S&P Mid-Cap ETF
Small Cap Growth Equities
3.50%
IJR
iShares Core S&P Small-Cap ETF
Small Cap Growth Equities
1.50%
IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities
54.10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Blackrock 100, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


100.00%110.00%120.00%130.00%140.00%150.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
120.02%
152.81%
Blackrock 100
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 23, 2017, corresponding to the inception date of IDEV

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
24.34%0.23%8.53%24.95%13.01%11.06%
Blackrock 10016.45%-0.98%5.42%17.26%10.30%N/A
IVV
iShares Core S&P 500 ETF
25.92%-0.18%9.27%26.40%14.77%13.05%
IJH
iShares Core S&P Mid-Cap ETF
14.01%-4.74%7.35%13.78%10.35%9.59%
IJR
iShares Core S&P Small-Cap ETF
9.20%-4.94%11.37%9.11%8.40%9.00%
IDEV
iShares Core MSCI International Developed Markets ETF
3.80%-2.00%-0.53%4.70%4.93%N/A
IEMG
iShares Core MSCI Emerging Markets ETF
7.43%-0.61%0.41%9.80%2.48%3.95%
*Annualized

Monthly Returns

The table below presents the monthly returns of Blackrock 100, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.07%4.29%3.36%-3.45%4.67%1.51%2.01%2.39%2.16%-2.42%3.67%16.45%
20237.50%-3.20%2.91%1.58%-1.37%5.85%3.54%-2.86%-4.28%-2.84%8.80%5.09%21.47%
2022-4.40%-2.83%1.99%-7.83%0.82%-8.33%7.16%-4.31%-9.50%6.55%8.50%-4.23%-17.07%
2021-0.32%2.87%3.41%4.14%1.69%1.01%0.94%2.34%-4.07%5.22%-2.31%4.18%20.38%
2020-1.53%-7.78%-14.04%10.51%4.93%2.81%5.06%5.87%-2.95%-2.10%11.81%4.73%15.16%
20197.97%2.62%1.37%3.45%-6.05%6.44%0.06%-1.90%2.22%2.88%2.34%3.46%27.01%
20185.53%-4.38%-1.30%0.25%0.78%-0.47%3.20%1.04%0.29%-7.58%1.73%-7.35%-8.76%
20170.64%1.51%1.90%0.75%2.61%0.37%1.92%2.34%2.06%1.54%16.75%

Expense Ratio

Blackrock 100 has an expense ratio of 0.05%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for IEMG: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
Expense ratio chart for IJR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for IJH: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for IDEV: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Blackrock 100 is 39, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Blackrock 100 is 3939
Overall Rank
The Sharpe Ratio Rank of Blackrock 100 is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of Blackrock 100 is 3636
Sortino Ratio Rank
The Omega Ratio Rank of Blackrock 100 is 3737
Omega Ratio Rank
The Calmar Ratio Rank of Blackrock 100 is 3838
Calmar Ratio Rank
The Martin Ratio Rank of Blackrock 100 is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for Blackrock 100, currently valued at 1.62, compared to the broader market-6.00-4.00-2.000.002.004.001.622.10
The chart of Sortino ratio for Blackrock 100, currently valued at 2.22, compared to the broader market-6.00-4.00-2.000.002.004.006.002.222.80
The chart of Omega ratio for Blackrock 100, currently valued at 1.30, compared to the broader market0.400.600.801.001.201.401.601.801.301.39
The chart of Calmar ratio for Blackrock 100, currently valued at 2.36, compared to the broader market0.002.004.006.008.0010.0012.002.363.09
The chart of Martin ratio for Blackrock 100, currently valued at 10.27, compared to the broader market0.0010.0020.0030.0040.0050.0010.2713.49
Blackrock 100
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IVV
iShares Core S&P 500 ETF
2.252.981.423.3214.68
IJH
iShares Core S&P Mid-Cap ETF
0.991.461.181.895.35
IJR
iShares Core S&P Small-Cap ETF
0.580.971.120.973.08
IDEV
iShares Core MSCI International Developed Markets ETF
0.520.791.100.732.10
IEMG
iShares Core MSCI Emerging Markets ETF
0.761.151.140.453.02

The current Blackrock 100 Sharpe ratio is 1.46. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.27 to 2.07, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Blackrock 100 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.62
2.10
Blackrock 100
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Blackrock 100 provided a 2.12% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio2.12%2.09%2.08%1.96%1.72%2.45%2.53%1.73%1.41%1.58%1.31%1.23%
IVV
iShares Core S&P 500 ETF
1.29%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%1.80%
IJH
iShares Core S&P Mid-Cap ETF
1.33%1.46%1.68%1.18%1.28%1.63%1.72%1.19%1.60%1.56%1.34%1.29%
IJR
iShares Core S&P Small-Cap ETF
2.04%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.21%1.48%1.23%1.00%
IDEV
iShares Core MSCI International Developed Markets ETF
3.33%3.06%2.69%3.05%2.00%3.19%3.16%1.54%0.00%0.00%0.00%0.00%
IEMG
iShares Core MSCI Emerging Markets ETF
3.17%2.89%2.70%3.06%1.87%3.15%2.76%2.34%2.28%2.52%2.30%1.76%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.37%
-2.62%
Blackrock 100
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Blackrock 100. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Blackrock 100 was 34.16%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.

The current Blackrock 100 drawdown is 4.14%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.16%Feb 13, 202027Mar 23, 2020108Aug 25, 2020135
-25.78%Jan 5, 2022194Oct 12, 2022303Dec 27, 2023497
-19.3%Jan 29, 2018229Dec 24, 2018131Jul 3, 2019360
-8.03%Jul 17, 202414Aug 5, 202414Aug 23, 202428
-7.52%Sep 3, 202014Sep 23, 202033Nov 9, 202047

Volatility

Volatility Chart

The current Blackrock 100 volatility is 3.42%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.42%
3.79%
Blackrock 100
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

IEMGIJRIDEVIVVIJH
IEMG1.000.580.780.680.63
IJR0.581.000.710.780.96
IDEV0.780.711.000.800.77
IVV0.680.780.801.000.85
IJH0.630.960.770.851.00
The correlation results are calculated based on daily price changes starting from Mar 24, 2017
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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