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ISIN
US19767X7536
Issuer
BlackRock
Inception Date
May 17, 2018
Min. Investment
$100
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

CMIEX Performance Chart

Multi-Manager International Equity Strategies Fund (CMIEX) is up 11.1% since the beginning of the year. CMIEX is currently trading at $15 per share. Investors who bought $1,000 worth of CMIEX shares 5 years ago would now be looking at an investment worth $1,554.


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S&P 500 Index

Returns By Period

Multi-Manager International Equity Strategies Fund (CMIEX) has returned 11.12% so far this year and 27.30% over the past 12 months.


Multi-Manager International Equity Strategies Fund

1D
1.06%
1M
3.24%
YTD
11.12%
6M
11.61%
1Y
27.30%
3Y*
16.85%
5Y*
9.21%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMIEX Monthly Returns History

Based on dividend-adjusted daily data since May 22, 2018, CMIEX's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +16.9%, while the worst month was Mar 2020 at -16.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, CMIEX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.8%, while the worst single day was Mar 16, 2020 at -10.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.80%3.61%-9.77%6.82%4.51%1.59%11.12%
20254.85%3.62%-0.81%3.28%4.76%3.03%-1.25%3.57%2.80%0.84%0.69%3.29%32.46%
2024-0.85%3.02%3.01%-2.68%5.26%-2.14%2.76%2.84%1.15%-4.85%-0.48%-2.61%3.96%
20239.94%-2.21%3.68%2.09%-3.03%4.60%2.37%-3.52%-3.83%-3.24%9.18%4.82%21.41%
2022-2.68%-4.90%-1.63%-6.25%2.94%-9.05%3.66%-5.45%-9.51%6.02%14.25%-1.53%-15.46%
2021-0.61%4.09%1.59%1.73%3.00%-1.49%-0.56%1.69%-3.71%2.13%-5.78%5.16%6.89%

Benchmark Metrics

Multi-Manager International Equity Strategies Fund has an annualized alpha of -1.07%, beta of 0.80, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since May 22, 2018.

  • This fund participated in 92.89% of S&P 500 Index downside but only 78.86% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-1.07%
Beta
0.80
0.72
Upside Capture
78.86%
Downside Capture
92.89%

Expense Ratio

CMIEX has a high expense ratio of 0.99%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

CMIEX ranks 35 for risk / return — below 35% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


CMIEX Risk / Return Rank: 3535
Overall Rank
CMIEX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
CMIEX Sortino Ratio Rank: 3636
Sortino Ratio Rank
CMIEX Omega Ratio Rank: 3535
Omega Ratio Rank
CMIEX Calmar Ratio Rank: 3232
Calmar Ratio Rank
CMIEX Martin Ratio Rank: 3535
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 Multi-Manager International Equity Strategies Fund (CMIEX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CMIEXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.29

1.37

-0.07

Calmar ratioReturn relative to maximum drawdown

2.02

2.78

-0.76

Martin ratioReturn relative to average drawdown

7.49

12.44

-4.95

Dividends

Dividend History

Multi-Manager International Equity Strategies Fund provided a 8.03% dividend yield over the last twelve months, with an annual payout of $1.23 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$1.23$1.23$0.85$0.26$0.24$0.38$0.15$0.25$0.07

Dividend yield

8.03%8.92%7.54%2.26%2.44%3.21%1.30%2.47%0.83%

Monthly Dividends

The table displays the monthly dividend distributions for Multi-Manager International Equity Strategies Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.23$1.23
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.85$0.85
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.24
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.38$0.38

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 Multi-Manager International Equity Strategies Fund. 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 Multi-Manager International Equity Strategies Fund was 35.35%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-35.35%Mar 2020
2mo 2d7mo 21d
9mo 23dJan 2020 - Nov 2020
Bear market2022
-32.43%Oct 2022
1y 3mo1y 4mo
2y 8moJun 2021 - Feb 2024
Rate-hike selloffLate 2018
-18.64%Dec 2018
7mo 5d10mo 18d
1y 5moMay 2018 - Nov 2019
2025 selloff2025
-14.50%Apr 2025
19d24d
1mo 13dMar 2025 - May 2025
2026 correction2026
-13.08%Mar 2026
29d2mo
2mo 29dFeb 2026 - May 2026

Drawdown Indicators


CMIEXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-35.35%

-56.78%

+21.43%

Max Drawdown (1Y)

Largest decline over 1 year

-13.08%

-9.10%

-3.98%

Max Drawdown (3Y)

Largest decline over 3 years

-14.50%

-18.90%

+4.40%

Max Drawdown (5Y)

Largest decline over 5 years

-32.27%

-25.43%

-6.84%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-6.76%

-10.71%

+3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

2.03%

+1.49%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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