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BLSIX: BlackRock Emerging Markets Long/Short Eq (MUTUAL FUND)
Basic Info 9.93 0.02(0.20%) March 27
Asset Class: | Market Neutral |
MyPlanIQ Rating: | (8%) |
Start Date: | 10/07/2011 |
Last Dividend Date: | 12/08/2023 |
12-Mo. Yield | 2.04% |
Expenses | 1.15% |
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Performance Analytics (As of 03/22/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 10/07/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.3 | 3.7 | 10.6 | -5.6 | 1.3 | 1.0 | 1.1 | 9.4 | -21.5 | -4.3 | 16.6 | 17.3 | -14.3 | 14.7 | 1.6 | -6.3 | -2.1 | -1.1 | 7.6 | 0.4 |
Sharpe Ratio | NA | 1.02 | 0.57 | -0.52 | -0.01 | 0.0 | 0.01 | 0.37 | -1.07 | -0.25 | 0.55 | 1.22 | -0.88 | 1.64 | 0.29 | -1.07 | -0.44 | -0.26 | 2.01 | 0.64 |
Draw Down(%) | NA | 5.8 | 11.6 | 39.3 | 41.4 | 41.4 | 41.4 | 12.0 | 32.9 | 18.1 | 34.9 | 11.6 | 26.0 | 5.0 | 2.9 | 9.0 | 6.2 | 3.0 | 2.7 | 1.1 |
Standard Deviation(%) | NA | 12.7 | 13.1 | 17.1 | 20.0 | 15.8 | 14.3 | 13.8 | 21.4 | 17.4 | 29.8 | 13.0 | 17.8 | 8.6 | 4.7 | 5.9 | 4.8 | 4.6 | 3.8 | 2.7 |
Treynor Ratio | NA | -0.23 | -0.44 | 0.67 | 0.05 | -0.01 | 0.02 | -0.56 | 1.07 | -1.09 | 0.62 | 2.97 | -0.2 | 0.34 | 0.29 | -0.83 | -0.13 | -0.09 | -1.14 | 0.09 |
Alpha | NA | 0.1 | 0.04 | -0.02 | 0.01 | 0.0 | 0.0 | 0.03 | -0.08 | -0.01 | 0.09 | 0.06 | -0.06 | 0.06 | 0.01 | -0.03 | -0.01 | -0.01 | 0.03 | 0.01 |
Beta | NA | -0.56 | -0.17 | -0.13 | -0.04 | 0.09 | 0.09 | -0.09 | -0.21 | 0.04 | 0.26 | 0.05 | 0.8 | 0.41 | 0.05 | 0.08 | 0.17 | 0.13 | -0.07 | 0.19 |
RSquared | NA | 0.08 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.08 | 0.04 | 0.0 | 0.0 | 0.02 | 0.01 | 0.0 | 0.1 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/07/2011
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