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BIIIX vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BIIIX and BTC-USD is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

BIIIX vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Sustainable Advantage CoreAlpha Bond Fund (BIIIX) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
2.62%
54.65%
BIIIX
BTC-USD

Key characteristics

Returns By Period


BIIIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

122.80%

1M

-1.87%

6M

56.11%

1Y

120.90%

5Y*

66.21%

10Y*

77.07%

*Annualized

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Risk-Adjusted Performance

BIIIX vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Sustainable Advantage CoreAlpha Bond Fund (BIIIX) and Bitcoin (BTC-USD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for BIIIX, currently valued at 2.11, compared to the broader market-1.000.001.002.003.002.111.50
The chart of Sortino ratio for BIIIX, currently valued at 3.53, compared to the broader market-2.000.002.004.006.008.003.532.25
The chart of Omega ratio for BIIIX, currently valued at 1.65, compared to the broader market0.501.001.502.002.503.001.651.22
The chart of Calmar ratio for BIIIX, currently valued at 0.10, compared to the broader market0.002.004.006.008.0010.0012.000.101.30
The chart of Martin ratio for BIIIX, currently valued at 7.35, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.356.96
BIIIX
BTC-USD


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.11
1.50
BIIIX
BTC-USD

Drawdowns

BIIIX vs. BTC-USD - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.29%
-11.28%
BIIIX
BTC-USD

Volatility

BIIIX vs. BTC-USD - Volatility Comparison

The current volatility for BlackRock Sustainable Advantage CoreAlpha Bond Fund (BIIIX) is 0.00%, while Bitcoin (BTC-USD) has a volatility of 13.03%. This indicates that BIIIX experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember0
13.03%
BIIIX
BTC-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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