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BlackRock Allocation Target Shares Series S Portfolio (BRASX)

Mutual Fund · Currency in USD · Last updated Mar 21, 2023

The fund will principally invest in the following securities: commercial and residential mortgage-backed securities; obligations of non-U.S. governments and supra-national organizations, such as the World Bank, which are chartered to promote economic development; obligations of domestic and non-U.S. corporations; asset-backed securities; collateralized mortgage obligations; U.S. Treasury and agency securities; when-issued and delayed delivery securities; derivatives; cash equivalent investments; repurchase agreements and reverse repurchase agreements; and dollar rolls.

Share Price Chart


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Performance

The chart shows the growth of $10,000 invested in BlackRock Allocation Target Shares Series S Portfolio in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $14,961 for a total return of roughly 49.61%. All prices are adjusted for splits and dividends.


0.00%5.00%10.00%NovemberDecember2023FebruaryMarch
2.48%
7.43%
BRASX (BlackRock Allocation Target Shares Series S Portfolio)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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Return

BlackRock Allocation Target Shares Series S Portfolio had a return of 1.24% year-to-date (YTD) and 0.09% in the last 12 months. Over the past 10 years, BlackRock Allocation Target Shares Series S Portfolio had an annualized return of 1.45%, while the S&P 500 had an annualized return of 9.86%, indicating that BlackRock Allocation Target Shares Series S Portfolio did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month0.62%-3.13%
Year-To-Date1.24%2.92%
6 months1.83%2.02%
1 year0.09%-11.46%
5 years (annualized)1.81%7.79%
10 years (annualized)1.45%9.86%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20231.18%-0.60%
2022-1.51%-0.51%1.19%0.78%

Sharpe 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 Allocation Target Shares Series S Portfolio Sharpe ratio is 0.03. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-3.00-2.50-2.00-1.50-1.00-0.500.000.50NovemberDecember2023FebruaryMarch
0.03
-0.45
BRASX (BlackRock Allocation Target Shares Series S Portfolio)
Benchmark (^GSPC)

Dividend History

BlackRock Allocation Target Shares Series S Portfolio granted a 3.73% dividend yield in the last twelve months. The annual payout for that period amounted to $0.34 per share.


PeriodTTM2022202120202019201820172016201520142013
Dividend$0.34$0.27$0.15$0.26$0.30$0.21$0.27$0.32$0.31$0.17$0.06

Dividend yield

3.73%3.05%1.66%2.78%3.32%2.50%3.29%3.95%3.95%2.24%0.82%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.03$0.03
2022$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.06
2021$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01
2020$0.03$0.02$0.03$0.03$0.03$0.02$0.02$0.02$0.02$0.02$0.01$0.01
2019$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03
2018$0.02$0.02$0.00$0.02$0.00$0.02$0.02$0.02$0.02$0.02$0.02$0.02
2017$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02
2016$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03
2015$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03
2014$0.00$0.00$0.00$0.00$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02
2013$0.06$0.00$0.00$0.00$0.00$0.00

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2023FebruaryMarch
-3.24%
-17.62%
BRASX (BlackRock Allocation Target Shares Series S Portfolio)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the BlackRock Allocation Target Shares Series S Portfolio. 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 Allocation Target Shares Series S Portfolio is 10.61%, recorded on Mar 23, 2020. It took 83 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.61%Mar 6, 202012Mar 23, 202083Jul 21, 202095
-6.75%Oct 8, 2021261Oct 20, 2022
-3.32%Oct 17, 2012221Sep 5, 2013645Mar 30, 2016866
-2.65%Oct 7, 200833Nov 20, 200833Jan 9, 200966
-1.93%Nov 5, 2010233Oct 7, 2011205Aug 2, 2012438
-1.76%Mar 5, 200836Apr 24, 200898Sep 15, 2008134
-1.32%Jun 4, 20093Jun 8, 200916Jun 30, 200919
-1.22%Sep 16, 20084Sep 19, 20089Oct 2, 200813
-0.83%Sep 5, 20197Sep 13, 201913Oct 2, 201920
-0.83%Feb 18, 20096Feb 25, 200915Mar 18, 200921

Volatility Chart

Current BlackRock Allocation Target Shares Series S Portfolio volatility is 6.29%. 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.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2023FebruaryMarch
6.29%
20.82%
BRASX (BlackRock Allocation Target Shares Series S Portfolio)
Benchmark (^GSPC)