Blackrock 100
Asset Allocation
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
The earliest data available for this chart is Mar 23, 2017, corresponding to the inception date of IDEV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.05% | 1.08% | 11.50% | 30.38% | 13.77% | 11.13% |
| Blackrock 100 | 17.10% | -0.87% | 6.94% | 23.90% | 11.28% | N/A |
| Portfolio components: | ||||||
IVV iShares Core S&P 500 ETF | 25.50% | 1.17% | 12.21% | 32.17% | 15.57% | 13.13% |
IJH iShares Core S&P Mid-Cap ETF | 17.83% | 2.45% | 8.98% | 29.58% | 11.98% | 10.09% |
IJR iShares Core S&P Small-Cap ETF | 13.04% | 4.26% | 11.52% | 28.60% | 10.31% | 9.67% |
IDEV iShares Core MSCI International Developed Markets ETF | 5.60% | -3.97% | -0.91% | 12.54% | 5.97% | N/A |
IEMG iShares Core MSCI Emerging Markets ETF | 8.35% | -4.77% | 1.02% | 12.58% | 3.88% | 3.32% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.07% | 4.29% | 3.36% | -3.45% | 4.67% | 1.51% | 2.01% | 2.39% | 2.16% | -2.42% | 17.10% | ||
| 2023 | 7.50% | -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% |
| 2019 | 7.97% | 2.62% | 1.37% | 3.45% | -6.05% | 6.44% | 0.06% | -1.90% | 2.22% | 2.88% | 2.34% | 3.46% | 27.00% |
| 2018 | 5.53% | -4.38% | -1.30% | 0.25% | 0.78% | -0.48% | 3.20% | 1.04% | 0.29% | -7.58% | 1.73% | -7.35% | -8.76% |
| 2017 | 0.64% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Blackrock 100 is 43, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 2.62 | 3.51 | 1.49 | 3.79 | 17.04 |
IJH iShares Core S&P Mid-Cap ETF | 1.82 | 2.58 | 1.32 | 2.87 | 10.46 |
IJR iShares Core S&P Small-Cap ETF | 1.36 | 2.05 | 1.24 | 1.50 | 7.58 |
IDEV iShares Core MSCI International Developed Markets ETF | 0.96 | 1.38 | 1.17 | 1.42 | 4.68 |
IEMG iShares Core MSCI Emerging Markets ETF | 0.79 | 1.20 | 1.15 | 0.47 | 3.79 |
Dividends
Dividend yield
Blackrock 100 provided a 1.95% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.95% | 2.09% | 2.08% | 1.96% | 1.72% | 2.45% | 2.53% | 1.73% | 1.41% | 1.58% | 1.31% | 1.23% |
| Portfolio components: | ||||||||||||
IVV iShares Core S&P 500 ETF | 1.25% | 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 | 1.24% | 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 | 1.25% | 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 | 3.03% | 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 | 2.74% | 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.
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 2.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.16% | Feb 13, 2020 | 27 | Mar 23, 2020 | 108 | Aug 25, 2020 | 135 |
| -25.78% | Jan 5, 2022 | 194 | Oct 12, 2022 | 303 | Dec 27, 2023 | 497 |
| -19.31% | Jan 29, 2018 | 229 | Dec 24, 2018 | 131 | Jul 3, 2019 | 360 |
| -8.03% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -7.52% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
Volatility
Volatility Chart
The current Blackrock 100 volatility is 3.14%, 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.
Diversification
Asset Correlations Table
| IEMG | IJR | IDEV | IVV | IJH | |
|---|---|---|---|---|---|
| IEMG | 1.00 | 0.58 | 0.78 | 0.69 | 0.63 |
| IJR | 0.58 | 1.00 | 0.72 | 0.78 | 0.96 |
| IDEV | 0.78 | 0.72 | 1.00 | 0.80 | 0.77 |
| IVV | 0.69 | 0.78 | 0.80 | 1.00 | 0.85 |
| IJH | 0.63 | 0.96 | 0.77 | 0.85 | 1.00 |