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ISIN
US19767A5974
Issuer
BlackRock
Inception Date
Jan 3, 2017
Min. Investment
$100
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

CZMGX Performance Chart

Multi-Manager Growth Strategies Fund (CZMGX) is up 7.1% since the beginning of the year. CZMGX is currently trading at $23 per share. Investors who bought $1,000 worth of CZMGX shares 5 years ago would now be looking at an investment worth $1,822.


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S&P 500 Index

Returns By Period

Multi-Manager Growth Strategies Fund (CZMGX) has returned 7.14% so far this year and 21.99% over the past 12 months.


Multi-Manager Growth Strategies Fund

1D
1.58%
1M
0.67%
YTD
7.14%
6M
6.38%
1Y
21.99%
3Y*
22.26%
5Y*
12.75%
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)

CZMGX Monthly Returns History

Based on dividend-adjusted daily data since Feb 1, 2017, CZMGX's average daily return is +0.07%, while the average monthly return is +1.35%. At this rate, an investment would double in approximately 4.3 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2026 with a return of +13.8%, while the worst month was Apr 2022 at -12.8%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 3 months.

On a daily basis, CZMGX closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +11.1%, while the worst single day was Mar 16, 2020 at -11.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.47%-4.01%-4.63%13.82%6.21%-1.75%7.14%
20253.02%-3.87%-8.20%1.44%8.70%6.26%2.31%1.01%4.53%2.71%-2.55%0.00%15.18%
20243.41%7.85%2.11%-5.12%5.39%6.35%-1.74%2.44%2.89%-0.39%7.23%0.42%34.55%
20239.14%-1.88%6.70%0.55%5.35%6.96%3.64%-1.07%-6.08%-2.12%11.34%4.36%41.78%
2022-8.32%-4.57%2.65%-12.75%-2.32%-7.79%11.09%-4.47%-9.72%6.32%5.26%-6.73%-29.41%
2021-2.19%1.76%1.42%5.95%-0.49%5.95%2.35%3.07%-6.09%7.38%-1.06%0.96%19.80%

Benchmark Metrics

Multi-Manager Growth Strategies Fund has an annualized alpha of 0.86%, beta of 1.11, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since February 01, 2017.

  • This fund captured 112.61% of S&P 500 Index gains and 105.28% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.11 and R2 of 0.88, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.86%
Beta
1.11
0.88
Upside Capture
112.61%
Downside Capture
105.28%

Expense Ratio

CZMGX has an expense ratio of 0.74%, placing it in the medium range.


Return for Risk

Risk / Return Rank

CZMGX ranks 20 for risk / return — in the bottom 20% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


CZMGX Risk / Return Rank: 2020
Overall Rank
CZMGX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
CZMGX Sortino Ratio Rank: 2121
Sortino Ratio Rank
CZMGX Omega Ratio Rank: 2222
Omega Ratio Rank
CZMGX Calmar Ratio Rank: 1515
Calmar Ratio Rank
CZMGX Martin Ratio Rank: 1616
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 Growth Strategies Fund (CZMGX) 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.


CZMGXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-0.97

Omega ratioGain probability vs. loss probability

1.23

1.37

-0.14

Calmar ratioReturn relative to maximum drawdown

1.29

2.78

-1.49

Martin ratioReturn relative to average drawdown

4.14

12.44

-8.29

Dividends

Dividend History

Multi-Manager Growth Strategies Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share. The fund has been increasing its distributions for 2 consecutive years.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.50201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.00$2.32$2.23$0.95$1.32$3.01$0.97$0.84$0.82$0.68

Dividend yield

0.00%11.02%10.86%5.59%10.39%15.19%5.04%5.53%6.87%4.66%

Monthly Dividends

The table displays the monthly dividend distributions for Multi-Manager Growth 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$2.32$0.00$0.00$0.00$0.00$0.00$0.00$2.32
2024$0.00$0.00$0.00$0.00$0.00$1.01$0.00$0.00$0.00$0.00$0.00$1.22$2.23
2023$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.00$0.71$0.95
2022$0.00$0.00$0.00$0.00$0.00$1.11$0.00$0.00$0.00$0.00$0.00$0.21$1.32
2021$0.00$0.00$0.00$0.00$0.00$1.17$0.00$0.00$0.00$0.00$0.00$1.84$3.01

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 Growth 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 Growth Strategies Fund was 35.23%, occurring on Oct 14, 2022. Recovery took 318 trading sessions.

The current Multi-Manager Growth Strategies Fund drawdown is 2.85%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-35.23%Oct 2022
11mo 9d1y 3mo
2y 2moNov 2021 - Jan 2024
COVID crash2020
-29.95%Mar 2020
1mo 2d2mo 14d
3mo 16dFeb 2020 - Jun 2020
Rate-hike selloffLate 2018
-25.91%Dec 2018
6mo 12d6mo 11d
1y 18dJun 2018 - Jul 2019
2025 selloff2025
-22.71%Apr 2025
2mo 14d2mo 19d
5mo 3dJan 2025 - Jun 2025
2026 correction2026
-16.55%Mar 2026
5mo 1d1mo 7d
6mo 8dOct 2025 - May 2026

Drawdown Indicators


CZMGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-35.23%

-56.78%

+21.55%

Max Drawdown (1Y)

Largest decline over 1 year

-16.55%

-9.10%

-7.45%

Max Drawdown (3Y)

Largest decline over 3 years

-22.71%

-18.90%

-3.81%

Max Drawdown (5Y)

Largest decline over 5 years

-35.23%

-25.43%

-9.80%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-2.85%

-1.80%

-1.05%

Average Drawdown

Average peak-to-trough decline

-7.56%

-10.71%

+3.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.14%

2.03%

+3.11%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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