Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BKMBX (BlackRock Systematic Multi-Strategy Fund Class K) | -0.48% | 1.40% | 6.15% | 3.46% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 10/05/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BKMBX (BlackRock Systematic Multi-Strategy Fund Class K) | 10/05/2020 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.29 | 1.40 | 6.15 | 3.46 | NA | NA | NA | … | … | -0.48 | 2.78 | 6.83 | 6.68 | -2.94 | 6.28 | -0.72 |
| Sharpe Ratio | NA | -0.21 | 0.84 | 0.30 | NA | NA | NA | … | … | -0.60 | -0.02 | 0.93 | 1.00 | -1.15 | 2.25 | -0.58 |
| Standard Deviation(%) | NA | 4.20 | 3.77 | 3.62 | NA | NA | NA | … | … | 4.93 | 4.54 | 3.47 | 3.06 | 3.81 | 2.78 | 5.21 |
| Draw Down(%) | NA | 5.09 | 5.09 | 6.41 | NA | NA | NA | … | … | 5.09 | 2.87 | 2.41 | 1.65 | 6.36 | 1.86 | 2.62 |
| Yield(%) | 0.00 | 2.37 | 3.89 | 3.63 | 1.92 | 1.28 | 0.96 | … | … | 0.00 | 2.44 | 4.29 | 4.71 | 4.74 | 2.81 | 0.64 |
Data as of 06/04/2026, Common starting date is 10/05/2020
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BKMBX (BlackRock Systematic Multi-Strategy Fund Class K) |
2.66%
Nov 2020 – Nov 2023 |
3.60%
May 2021 – May 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BKMBX (BlackRock Systematic Multi-Strategy Fund Class K) |
7.69%
Feb 2023 – Feb 2026 |
5.30%
Feb 2021 – Feb 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart