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ISIN
US0924803002
Issuer
BlackRock
Inception Date
Sep 30, 2004
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

BRASX Performance Chart

BlackRock Allocation Target Shares Series S Portfolio (BRASX) is up 0.7% since the beginning of the year. BRASX is currently trading at $9 per share. Investors who bought $1,000 worth of BRASX shares 5 years ago would now be looking at an investment worth $1,107.


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S&P 500 Index

Returns By Period

BlackRock Allocation Target Shares Series S Portfolio (BRASX) has returned 0.68% so far this year and 4.33% over the past 12 months.


BlackRock Allocation Target Shares Series S Portfolio

1D
0.00%
1M
0.06%
YTD
0.68%
6M
1.29%
1Y
4.33%
3Y*
4.67%
5Y*
2.06%
10Y*
2.29%

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRASX Monthly Returns History

Based on dividend-adjusted daily data since Nov 3, 2004, BRASX's average daily return is 0.00%, while the average monthly return is +0.09%. At this rate, an investment would double in approximately 64.2 years.

Historically, 57% of months were positive and 43% were negative. The best month was Apr 2020 with a return of +2.8%, while the worst month was Mar 2020 at -5.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.

On a daily basis, BRASX closed higher 25% of trading days. The best single day was Mar 26, 2020 with a return of +1.8%, while the worst single day was Mar 20, 2020 at -1.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.38%0.46%-0.59%0.37%0.17%-0.11%0.68%
20250.50%0.69%0.39%0.71%0.18%0.71%0.07%1.48%-0.05%0.28%0.49%0.50%6.08%
20240.59%-0.29%0.11%-0.16%0.73%0.22%1.28%0.94%0.92%-0.47%0.49%-0.11%4.32%
20231.17%-0.60%1.22%0.43%-0.22%-0.22%0.68%-0.00%-0.45%-0.34%1.73%1.40%4.89%
2022-0.70%-1.01%-1.32%-0.69%0.22%-1.08%0.44%-0.41%-1.52%-0.53%1.19%0.61%-4.73%
20210.10%0.02%-0.07%0.24%0.12%-0.08%0.03%0.13%0.03%-0.52%-0.18%0.05%-0.12%

Benchmark Metrics

BlackRock Allocation Target Shares Series S Portfolio has an annualized alpha of 3.90%, beta of 0.02, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since November 04, 2004.

  • This fund captured 11.50% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -6.67%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.02 may look defensive, but with R2 of 0.02 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.02 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
3.90%
Beta
0.02
0.02
Upside Capture
11.50%
Downside Capture
-6.67%

Expense Ratio

BRASX has an expense ratio of 0.00%, meaning no management fees are charged.


Return for Risk

Risk / Return Rank

BRASX ranks 67 for risk / return — better than 67% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


BRASX Risk / Return Rank: 6767
Overall Rank
BRASX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BRASX Sortino Ratio Rank: 7979
Sortino Ratio Rank
BRASX Omega Ratio Rank: 8080
Omega Ratio Rank
BRASX Calmar Ratio Rank: 6767
Calmar Ratio Rank
BRASX Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for BlackRock Allocation Target Shares Series S Portfolio (BRASX) and compare them to S&P 500 Index.


BRASXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.51

Calmar ratioReturn relative to maximum drawdown

3.04

Martin ratioReturn relative to average drawdown

12.15

Dividends

Dividend History

BlackRock Allocation Target Shares Series S Portfolio provided a 4.59% dividend yield over the last twelve months, with an annual payout of $0.42 per share. The fund has been increasing its distributions for 4 consecutive years.


1.00%2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.40201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.42$0.43$0.32$0.27$0.20$0.13$0.24$0.30$0.21$0.21

Dividend yield

4.59%4.57%3.44%2.96%2.18%1.34%2.49%3.06%2.26%2.16%

Monthly Dividends

The table displays the monthly dividend distributions for BlackRock Allocation Target Shares Series S Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.04$0.03$0.04$0.03$0.04$0.00$0.17
2025$0.04$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.43
2024$0.03$0.03$0.00$0.04$0.04$0.00$0.04$0.04$0.04$0.04$0.04$0.00$0.32
2023$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.00$0.00$0.00$0.03$0.04$0.27
2022$0.01$0.01$0.02$0.02$0.00$0.00$0.00$0.02$0.02$0.02$0.03$0.04$0.20
2021$0.00$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.00$0.01$0.02$0.13

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 Allocation Target Shares Series S Portfolio. 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 Allocation Target Shares Series S Portfolio was 10.61%, occurring on Mar 23, 2020. Recovery took 83 trading sessions.

The current BlackRock Allocation Target Shares Series S Portfolio drawdown is 0.16%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-10.61%Mar 2020
17d4mo
4mo 17dMar 2020 - Jul 2020
Bear market2022
-7.47%Oct 2022
1y 12d1y 6mo
2y 7moOct 2021 - May 2024
2016 pullback2016
-5.90%Mar 2016
3y 5mo3y 2mo
6y 7moOct 2012 - May 2019
Financial crisis2007–2009
-4.60%Nov 2008
4y 16d7mo 20d
4y 8moNov 2004 - Jul 2009
2011 pullback2011
-1.93%Oct 2011
11mo 6d10mo
1y 9moNov 2010 - Aug 2012

Drawdown Indicators


BRASXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-10.61%

-9.10%

-1.51%

Max Drawdown (1Y)

Largest decline over 1 year

-1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-7.47%

Max Drawdown (10Y)

Largest decline over 10 years

-10.61%

Current Drawdown

Current decline from peak

-0.16%

-2.97%

+2.81%

Average Drawdown

Average peak-to-trough decline

-2.00%

-1.13%

-0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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