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BlackRock Health Sciences Opportunities Portfolio ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS0919375735
CUSIP091937573
IssuerBlackrock
Inception DateDec 20, 1999
CategoryHealth & Biotech Equities
Min. Investment$1,000
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

SHSAX has a high expense ratio of 1.09%, indicating higher-than-average management fees.


Expense ratio chart for SHSAX: current value at 1.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.09%

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.


Popular comparisons: SHSAX vs. PRMTX, SHSAX vs. FSHCX, SHSAX vs. DLHIX, SHSAX vs. RVT, SHSAX vs. FPHAX, SHSAX vs. MXMGX, SHSAX vs. MXDPX, SHSAX vs. MXISX, SHSAX vs. PHRAX, SHSAX vs. ALARX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BlackRock Health Sciences Opportunities Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
0.26%
14.05%
SHSAX (BlackRock Health Sciences Opportunities Portfolio)
Benchmark (^GSPC)

Returns By Period

BlackRock Health Sciences Opportunities Portfolio had a return of 6.99% year-to-date (YTD) and 12.65% in the last 12 months. Over the past 10 years, BlackRock Health Sciences Opportunities Portfolio had an annualized return of 3.45%, while the S&P 500 had an annualized return of 11.39%, indicating that BlackRock Health Sciences Opportunities Portfolio did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date6.99%25.45%
1 month-2.86%2.91%
6 months0.26%14.05%
1 year12.65%35.64%
5 years (annualized)2.56%14.13%
10 years (annualized)3.45%11.39%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.44%2.88%2.13%-4.33%2.76%2.43%-1.63%4.12%-1.80%-4.17%6.99%
2023-0.88%-4.46%3.02%3.42%-3.19%4.20%-2.19%-0.44%-3.20%-3.32%4.85%2.73%-0.08%
2022-8.82%-0.98%4.27%-4.78%0.49%-1.74%-4.10%-5.19%-3.14%9.09%4.83%-1.88%-12.53%
20210.08%-1.98%2.04%4.48%0.04%2.72%-1.40%1.05%-5.24%3.96%-4.49%1.18%1.95%
2020-2.00%-5.14%-4.85%12.62%5.50%-1.13%4.60%2.51%-0.81%-4.01%6.99%0.72%14.34%
20196.45%1.51%0.67%-3.82%-1.52%7.57%0.69%-0.18%-2.14%5.54%5.37%-0.33%20.83%
20186.75%-4.54%-1.85%1.17%2.95%2.24%4.60%5.02%2.77%-7.32%5.54%-14.94%0.05%
20173.37%6.65%0.14%2.97%0.51%4.23%0.36%1.33%1.47%-0.27%2.88%-4.42%20.51%
2016-10.82%-1.73%2.99%4.38%2.54%0.17%5.03%-2.86%0.65%-7.42%2.53%-2.75%-8.28%
20152.31%5.14%2.45%-2.28%6.86%0.23%3.47%-7.46%-7.26%4.94%0.87%-8.28%-0.56%
20143.41%6.46%-4.14%-1.85%3.06%3.81%0.31%5.83%0.23%6.20%3.76%-7.28%20.47%
20137.29%2.28%7.11%2.33%1.09%-1.68%8.97%-2.91%5.49%2.24%3.80%-7.68%30.72%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SHSAX is 12, indicating that it is in the bottom 12% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SHSAX is 1212
Combined Rank
The Sharpe Ratio Rank of SHSAX is 1010Sharpe Ratio Rank
The Sortino Ratio Rank of SHSAX is 88Sortino Ratio Rank
The Omega Ratio Rank of SHSAX is 1212Omega Ratio Rank
The Calmar Ratio Rank of SHSAX is 1616Calmar Ratio Rank
The Martin Ratio Rank of SHSAX is 1313Martin 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 Health Sciences Opportunities Portfolio (SHSAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SHSAX
Sharpe ratio
The chart of Sharpe ratio for SHSAX, currently valued at 1.13, compared to the broader market0.002.004.001.13
Sortino ratio
The chart of Sortino ratio for SHSAX, currently valued at 1.48, compared to the broader market0.005.0010.001.48
Omega ratio
The chart of Omega ratio for SHSAX, currently valued at 1.22, compared to the broader market1.002.003.004.001.22
Calmar ratio
The chart of Calmar ratio for SHSAX, currently valued at 0.60, compared to the broader market0.005.0010.0015.0020.000.60
Martin ratio
The chart of Martin ratio for SHSAX, currently valued at 4.97, compared to the broader market0.0020.0040.0060.0080.00100.004.97
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market0.005.0010.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market1.002.003.004.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.0020.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0020.0040.0060.0080.00100.0018.72

Sharpe Ratio

The current BlackRock Health Sciences Opportunities Portfolio Sharpe ratio is 1.13. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of BlackRock Health Sciences Opportunities Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.13
2.90
SHSAX (BlackRock Health Sciences Opportunities Portfolio)
Benchmark (^GSPC)

Dividends

Dividend History

BlackRock Health Sciences Opportunities Portfolio provided a 0.24% dividend yield over the last twelve months, with an annual payout of $0.17 per share.


0.00%0.20%0.40%0.60%0.80%1.00%1.20%1.40%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.7020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.17$0.17$0.22$0.00$0.00$0.20$0.06$0.00$0.00$0.67$0.02$0.03

Dividend yield

0.24%0.26%0.34%0.00%0.00%0.30%0.11%0.00%0.00%1.38%0.04%0.08%

Monthly Dividends

The table displays the monthly dividend distributions for BlackRock Health Sciences Opportunities Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.17
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.15$0.22
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.06
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.67$0.67
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.02
2013$0.03$0.03

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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.64%
-0.29%
SHSAX (BlackRock Health Sciences Opportunities Portfolio)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the BlackRock Health Sciences Opportunities 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 Health Sciences Opportunities Portfolio was 39.26%, occurring on Mar 5, 2009. Recovery took 538 trading sessions.

The current BlackRock Health Sciences Opportunities Portfolio drawdown is 12.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.26%Dec 6, 2007312Mar 5, 2009538Apr 21, 2011850
-31.07%Jul 21, 2015143Feb 11, 2016493Jan 26, 2018636
-28.36%Feb 20, 202023Mar 23, 202047May 29, 202070
-27.46%Jul 8, 2021309Sep 27, 2022
-22.37%Oct 2, 201858Dec 24, 2018232Nov 25, 2019290

Volatility

Volatility Chart

The current BlackRock Health Sciences Opportunities Portfolio volatility is 3.40%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.40%
3.86%
SHSAX (BlackRock Health Sciences Opportunities Portfolio)
Benchmark (^GSPC)