BlackRock Systematic Multi-Strategy Class I (BIMBX)
Share Price Chart
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Performance
The chart shows the growth of $10,000 invested in BlackRock Systematic Multi-Strategy Class I in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,015 for a total return of roughly 20.15%. All prices are adjusted for splits and dividends.
Compare to other instruments
Return
BlackRock Systematic Multi-Strategy Class I had a return of -0.41% year-to-date (YTD) and -0.88% in the last 12 months. Over the past 10 years, BlackRock Systematic Multi-Strategy Class I had an annualized return of 2.37%, while the S&P 500 had an annualized return of 8.28%, indicating that BlackRock Systematic Multi-Strategy Class I did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -0.52% | -0.66% |
| Year-To-Date | -0.41% | 3.42% |
| 6 months | 1.85% | 5.67% |
| 1 year | -0.88% | -10.89% |
| 5 years (annualized) | 2.54% | 8.95% |
| 10 years (annualized) | 2.37% | 8.28% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.41% | -0.41% | ||||||||||
| 2022 | -2.89% | 0.92% | 1.93% | 0.14% |
Dividend History
BlackRock Systematic Multi-Strategy Class I granted a 5.01% dividend yield in the last twelve months. The annual payout for that period amounted to $0.48 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.48 | $0.48 | $0.27 | $0.17 | $0.41 | $0.37 | $0.22 | $0.16 | $0.12 |
Dividend yield | 5.01% | 4.99% | 2.76% | 1.84% | 4.59% | 4.51% | 2.59% | 2.06% | 1.51% |
Monthly Dividends
The table displays the monthly dividend distributions for BlackRock Systematic Multi-Strategy Class I. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.00 | ||||||||||
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.26 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.16 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.07 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.05 |
| 2015 | $0.01 | $0.00 | $0.00 | $0.03 | $0.00 | $0.09 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the BlackRock Systematic Multi-Strategy Class I. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the BlackRock Systematic Multi-Strategy Class I is 8.73%, recorded on Mar 25, 2020. It took 23 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -8.73% | Mar 9, 2020 | 13 | Mar 25, 2020 | 23 | Apr 28, 2020 | 36 |
| -7.02% | Dec 19, 2017 | 221 | Nov 2, 2018 | 143 | Jun 3, 2019 | 364 |
| -6.5% | Dec 17, 2021 | 195 | Sep 27, 2022 | — | — | — |
| -4.65% | Jul 14, 2016 | 114 | Dec 22, 2016 | 109 | Jun 1, 2017 | 223 |
| -4.25% | May 20, 2015 | 91 | Sep 28, 2015 | 117 | Mar 16, 2016 | 208 |
| -3.92% | Aug 4, 2020 | 69 | Nov 9, 2020 | 121 | May 5, 2021 | 190 |
| -2.48% | Dec 4, 2019 | 18 | Dec 30, 2019 | 7 | Jan 9, 2020 | 25 |
| -1.7% | Aug 17, 2021 | 33 | Oct 1, 2021 | 44 | Dec 3, 2021 | 77 |
| -1.06% | Jul 5, 2019 | 13 | Jul 23, 2019 | 28 | Aug 30, 2019 | 41 |
| -1% | Oct 1, 2019 | 13 | Oct 17, 2019 | 32 | Dec 3, 2019 | 45 |
Volatility Chart
Current BlackRock Systematic Multi-Strategy Class I volatility is 2.87%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.