BSF BlackRock Systematic Style Factor Fund Class A4 USD/ LU1394251976 /
| NAV2024-05-16 | Chg.+0.0200 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 110.4200USD | +0.02% | paying dividend | Alternative Investments Worldwide | BlackRock (LU) ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2016 | - | - | - | - | 0.96 | -0.27 | 0.48 | 1.23 | 0.79 | 2.45 | 2.09 | 2.87 | - |
| 2017 | -2.54 | 2.23 | 1.61 | 1.32 | 0.64 | -0.39 | -1.66 | 0.34 | -0.52 | -1.01 | 0.53 | 0.33 | +0.77% |
| 2018 | 1.99 | -1.32 | 0.02 | -0.35 | -2.71 | -1.20 | 0.07 | -2.30 | -0.14 | -0.17 | -0.14 | 0.70 | -5.51% |
| 2019 | 1.18 | -0.36 | 1.87 | -0.44 | -1.15 | 0.78 | 1.62 | -3.24 | 1.73 | -2.61 | -0.57 | -1.29 | -2.61% |
| 2020 | -0.34 | -4.64 | -2.47 | -5.63 | -3.83 | -1.24 | -1.29 | -0.86 | -0.41 | -0.70 | -4.35 | -0.23 | -23.27% |
| 2021 | 1.55 | -0.71 | 3.21 | -0.34 | 2.33 | -0.02 | 0.50 | 1.91 | 0.19 | -0.62 | 1.74 | 3.71 | +14.16% |
| 2022 | 1.29 | -3.72 | -3.34 | 3.57 | -0.21 | 3.00 | -0.97 | -0.02 | 5.03 | -1.48 | -1.01 | -0.15 | +1.62% |
| 2023 | 0.98 | 3.33 | 3.10 | 0.86 | -0.14 | 2.98 | -1.58 | 3.77 | 1.82 | 1.39 | -0.11 | -3.08 | +13.88% |
| 2024 | 4.96 | 0.84 | 2.34 | -0.60 | -1.22 | - | - | - | - | - | - | - | - |
Single months: Dividends not considered
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 6.59% | 7.12% | 6.82% | 7.42% | 8.06% |
| Sharpe ratio | 2.17 | 0.55 | 1.06 | 0.81 | -0.41 |
| Best month | +4.96% | +4.96% | +4.96% | +5.03% | +5.03% |
| Worst month | -3.08% | -3.08% | -3.08% | -3.72% | -5.63% |
| Maximum loss | -3.70% | -3.73% | -4.38% | -8.49% | -28.88% |
| Outperformance | -23.40% | - | -28.44% | -24.24% | - |
All quotes in USD
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| BSF Style Factor F.E2 EUR | reinvestment | 107.1100 | +10.61% | +45.75% | |
| BSF Style Factor F.E2 EUR H | reinvestment | 91.1600 | +8.68% | +24.89% | |
| BSF Style Factor F.I2 EUR H | reinvestment | 101.1000 | +10.06% | +29.80% | |
| BSF Style Factor F.I2 USD | reinvestment | 102.5300 | +11.82% | +34.70% | |
| BSF Style Factor F.D2 CHF H | reinvestment | 86.0300 | +7.48% | +24.70% | |
| BSF Style Factor F.I2 CHF H | reinvestment | 87.3300 | +7.70% | +25.62% | |
| BSF Style Factor F.X2 USD | reinvestment | 123.0700 | +12.43% | +37.52% | |
| BSF Style Factor F.X2 AUD H | reinvestment | 121.8200 | +11.23% | +35.69% | |
| BSF Style Factor F.Z2 USD | reinvestment | 116.2400 | +11.65% | +34.86% | |
| BSF Style Factor F.Z2 EUR H | reinvestment | 100.7500 | +9.92% | +29.35% | |
| BSF Style Factor F.X2 GBP H | reinvestment | 119.8400 | +12.20% | +37.34% | |
| BSF Style Factor F.IPF2 EUR H | reinvestment | 101.6200 | +10.19% | +29.11% | |
| BSF Style Factor F.I2 JPY H | reinvestment | 9,791.6797 | +6.01% | +23.60% | |
| BSF Style Factor F.X2 NZD H | reinvestment | 127.7000 | +13.03% | +41.86% | |
| BSF Style Factor F.I2 GBP H | reinvestment | 100.0600 | +11.56% | +34.80% | |
| BSF Style Factor F.D2 GBP H | reinvestment | 99.4700 | +11.35% | +34.11% | |
| BSF Style Factor F.A2 SEK H | reinvestment | 88.4700 | +9.49% | +28.61% | |
| BSF Style Factor F.IPF2 CHF H | reinvestment | 89.7600 | +7.79% | +26.01% | |
| BSF Style Factor F.I2 USD H | reinvestment | 88.3400 | +12.49% | +71.97% | |
| BSF Style Factor F.X2 EUR H | reinvestment | 97.1000 | +10.68% | +32.13% | |
| BSF Style Factor F.D2 EUR H | reinvestment | 99.4900 | +9.85% | +28.94% | |
| BSF Style Factor F.D2 EUR | reinvestment | 117.3600 | +11.79% | +50.54% | |
| BSF Style Factor F.D2 USD | reinvestment | 115.1000 | +11.62% | +34.54% | |
| BSF BlackRock Systematic Style F... | paying dividend | 96.0000 | +9.24% | +26.83% | |
| BSF BlackRock Systematic Style F... | paying dividend | 110.4200 | +11.01% | +32.32% | |
| BSF Style Factor F.A2 USD | reinvestment | 108.6500 | +10.99% | +32.31% | |
| BSF Style Factor F.A2 EUR H | reinvestment | 84.9200 | +9.18% | +26.97% |
Performance
| YTD | +6.36% | ||
|---|---|---|---|
| 6 Months | +3.77% | ||
| 1 Year | +11.01% | ||
| 3 Years | +32.32% | ||
| 5 Years | +2.51% | ||
| 10 Years | - | ||
| Since start | +10.42% | ||
| Year | |||
| 2023 | +13.88% | ||
| 2022 | +1.62% | ||
| 2021 | +14.16% | ||
| 2020 | -23.27% | ||
| 2019 | -2.61% | ||
| 2018 | -5.51% | ||
| 2017 | +0.77% | ||
