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BlackRock Systematic Multi-Strategy Class I (BIMBX)

Mutual Fund · Currency in USD · Last updated Jun 28, 2022

Fund Info

ISINUS09260C3079
CUSIP09260C307
IssuerBlackrock Financial Management
Inception DateMay 19, 2015
CategoryDiversified Portfolio
Expense Ratio0.98%
ETF Home Pagewww.blackrock.com
Asset ClassMulti-Asset

Trading Data

Previous Close$10.08
Year Range$10.03 - $10.47
EMA (50)$10.15
EMA (200)$10.21

BIMBXShare Price Chart


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BIMBXPerformance

The chart shows the growth of $10,000 invested in BlackRock Systematic Multi-Strategy Class I on May 20, 2015 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,991 for a total return of roughly 19.91%. All prices are adjusted for splits and dividends.


BIMBX (BlackRock Systematic Multi-Strategy Class I)
Benchmark (^GSPC)

BIMBXReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-1.75%-6.21%
YTD-3.54%-18.17%
6M-2.96%-17.47%
1Y-1.29%-8.89%
5Y3.00%10.04%
10Y2.59%8.91%

BIMBXMonthly Returns Heatmap


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BIMBXSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current BlackRock Systematic Multi-Strategy Class I Sharpe ratio is -0.40. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


BIMBX (BlackRock Systematic Multi-Strategy Class I)
Benchmark (^GSPC)

BIMBXDividend History

BlackRock Systematic Multi-Strategy Class I granted a 2.72% dividend yield in the last twelve months. The annual payout for that period amounted to $0.27 per share.


PeriodTTM2021202020192018201720162015
Dividend$0.27$0.27$0.17$0.41$0.37$0.22$0.16$0.12

Dividend yield

2.72%2.62%1.75%4.37%4.30%2.47%1.96%1.44%

BIMBXDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


BIMBX (BlackRock Systematic Multi-Strategy Class I)
Benchmark (^GSPC)

BIMBXWorst 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, 202013Mar 25, 202023Apr 28, 202036
-7.02%Dec 19, 2017221Nov 2, 2018143Jun 3, 2019364
-4.65%Jul 14, 2016114Dec 22, 2016109Jun 1, 2017223
-4.25%May 20, 201591Sep 28, 2015117Mar 16, 2016208
-4.16%Dec 17, 202184Apr 19, 2022
-3.92%Aug 4, 202069Nov 9, 2020121May 5, 2021190
-2.49%Dec 4, 201918Dec 30, 20197Jan 9, 202025
-1.7%Aug 17, 202133Oct 1, 202144Dec 3, 202177
-1.06%Jul 5, 201913Jul 23, 201928Aug 30, 201941
-1%Oct 1, 201913Oct 17, 201932Dec 3, 201945

BIMBXVolatility Chart

Current BlackRock Systematic Multi-Strategy Class I volatility is 4.52%. 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.


BIMBX (BlackRock Systematic Multi-Strategy Class I)
Benchmark (^GSPC)

Portfolios with BlackRock Systematic Multi-Strategy Class I


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