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BlackRock Systematic Multi-Strategy Class I (BIMBX...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US09260C3079

CUSIP

09260C307

Issuer

Blackrock

Inception Date

May 19, 2015

Asset Class

Multi-Asset

Expense Ratio

BIMBX has a high expense ratio of 0.98%, indicating above-average management fees.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

BlackRock Systematic Multi-Strategy Class I (BIMBX) returned 2.77% year-to-date (YTD) and 6.13% over the past 12 months. Over the past 10 years, BIMBX returned 3.34% annually, underperforming the S&P 500 benchmark at 10.89%.


BIMBX

YTD

2.77%

1M

0.48%

6M

2.11%

1Y

6.13%

5Y*

3.84%

10Y*

3.34%

^GSPC (Benchmark)

YTD

1.30%

1M

12.79%

6M

1.49%

1Y

12.35%

5Y*

15.12%

10Y*

10.89%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.58%1.56%-0.29%0.19%-0.29%2.77%
20241.42%0.10%2.40%-1.27%0.40%0.49%1.57%2.61%1.32%-2.04%1.52%-1.76%6.83%
20230.41%-0.41%-0.21%-0.10%-0.52%0.73%1.00%0.72%0.31%0.00%2.34%2.02%6.42%
2022-0.86%-1.54%-0.49%-0.79%1.79%-1.56%1.58%-1.18%-2.89%0.92%1.93%0.14%-3.03%
20210.69%-1.08%1.59%1.08%1.07%0.67%0.48%0.19%-1.42%0.38%0.76%0.74%5.23%
20200.51%-0.00%-2.72%5.17%1.28%0.10%2.54%-1.34%-0.68%-0.78%-0.30%0.34%3.97%
20192.43%0.93%1.33%-0.24%0.71%2.02%-0.47%1.00%0.89%-0.31%0.30%-0.07%8.80%
20180.69%-0.88%0.10%-0.33%0.30%-0.60%-0.22%-3.13%0.21%-0.63%0.95%-0.31%-3.84%
20171.04%1.44%-0.30%1.17%1.11%-0.20%1.16%1.50%0.10%0.85%1.27%-1.51%7.84%
20162.10%0.93%1.32%0.32%-0.00%1.21%0.52%-0.50%0.50%-0.77%-0.30%-2.76%2.51%
20150.00%-1.90%1.07%-2.73%-0.62%1.84%-0.31%-0.86%-3.53%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 90, BIMBX is among the top 10% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BIMBX is 9090
Overall Rank
The Sharpe Ratio Rank of BIMBX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of BIMBX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BIMBX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BIMBX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BIMBX is 8787
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

The charts below present risk-adjusted performance metrics for BlackRock Systematic Multi-Strategy Class I (BIMBX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

BlackRock Systematic Multi-Strategy Class I Sharpe ratios as of May 18, 2025 (values are recalculated daily):

  • 1-Year: 1.56
  • 5-Year: 1.07
  • All Time: 0.81

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of BlackRock Systematic Multi-Strategy Class I compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

BlackRock Systematic Multi-Strategy Class I provided a 3.97% dividend yield over the last twelve months, with an annual payout of $0.41 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.40$0.502015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018201720162015
Dividend$0.41$0.41$0.44$0.47$0.18$0.17$0.41$0.29$0.22$0.16$0.12

Dividend yield

3.97%4.08%4.47%4.90%1.72%1.70%4.19%3.02%2.18%1.70%1.23%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.41$0.41
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.42$0.44
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.00$0.00$0.39$0.47
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
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$0.17
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$0.41
2018$0.00$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.07$0.00$0.07$0.29
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$0.22
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$0.16
2015$0.01$0.00$0.00$0.03$0.00$0.09$0.12

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the BlackRock Systematic Multi-Strategy Class I. 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 Systematic Multi-Strategy Class I was 8.73%, occurring on Mar 25, 2020. Recovery took 23 trading sessions.

The current BlackRock Systematic Multi-Strategy Class I drawdown is 0.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.73%Mar 9, 202013Mar 25, 202023Apr 28, 202036
-7.42%Dec 17, 2021195Sep 27, 2022295Nov 29, 2023490
-7.02%Dec 19, 2017221Nov 2, 2018151Jun 13, 2019372
-4.65%Jul 14, 2016114Dec 22, 2016109Jun 1, 2017223
-4.25%Jun 1, 201587Oct 1, 2015114Mar 16, 2016201

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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