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BLSAX: BlackRock Emerging Markets Long/Short Eq (MUTUAL FUND)
Basic Info 9.69 0.03(0.31%) April 25
Asset Class: | Market Neutral |
MyPlanIQ Rating: | (12%) |
Start Date: | 10/28/2011 |
Last Dividend Date: | 12/08/2023 |
12-Mo. Yield | 1.78% |
Expenses | 1.15% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 10/28/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.3 | 3.1 | 11.1 | -7.8 | 0.5 | 0.8 | 0.8 | 9.0 | -21.8 | -4.5 | 16.2 | 17.1 | -14.5 | 14.3 | 1.4 | -6.6 | -2.3 | -1.3 | 7.2 | 0.6 |
Sharpe Ratio | NA | -0.3 | 0.01 | -0.61 | -0.1 | -0.03 | -0.02 | 0.35 | -1.08 | -0.26 | 0.56 | 1.18 | -0.89 | 1.61 | 0.25 | -1.11 | -0.48 | -0.29 | 1.88 | 1.21 |
Draw Down(%) | NA | 6.0 | 11.6 | 39.5 | 41.7 | 41.7 | 41.7 | 12.2 | 33.1 | 18.3 | 35.0 | 11.8 | 26.1 | 5.1 | 2.9 | 9.1 | 6.2 | 3.1 | 2.7 | 1.2 |
Standard Deviation(%) | NA | 12.3 | 12.9 | 17.0 | 19.7 | 15.6 | 14.1 | 13.7 | 21.6 | 17.4 | 28.5 | 13.2 | 17.8 | 8.5 | 4.7 | 5.9 | 4.8 | 4.6 | 3.9 | 3.0 |
Treynor Ratio | NA | 0.09 | -0.01 | 0.68 | -33.65 | -0.05 | -0.04 | -0.5 | 1.13 | -2.49 | 0.35 | 5.86 | -0.25 | 0.33 | 0.35 | -0.72 | -0.12 | -0.11 | -0.85 | 0.19 |
Alpha | NA | 0.01 | 0.01 | -0.03 | 0.0 | 0.0 | 0.0 | 0.02 | -0.08 | -0.01 | 0.1 | 0.06 | -0.06 | 0.06 | 0.0 | -0.03 | -0.01 | -0.01 | 0.03 | 0.01 |
Beta | NA | -0.41 | -0.15 | -0.15 | 0.0 | 0.1 | 0.1 | -0.09 | -0.21 | 0.02 | 0.46 | 0.03 | 0.64 | 0.42 | 0.03 | 0.09 | 0.2 | 0.13 | -0.08 | 0.19 |
RSquared | NA | 0.05 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.0 | 0.05 | 0.04 | 0.0 | 0.01 | 0.02 | 0.01 | 0.01 | 0.07 |
Yield(%) | N/A | 0.0 | 1.8 | 1.6 | 1.9 | 1.1 | N/A | 1.8 | 2.8 | 1.1 | 1.5 | 2.1 | 0.0 | 0.0 | 0.0 | 1.1 | 0.0 | 0.5 | 0.3 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -51.5 | 72.2 | 790.9 | N/A | N/A | -51.5 | 153.8 | -18.8 | -20.0 | N/A | N/A | N/A | -100.0 | N/A | -100.0 | 66.7 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/28/2011
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