Equity

BlackRock Systematic Global Long/Short Equity Fund

Overview

Important Information: Capital at Risk. The value of investments and the income from them can fall as well as rise and are not guaranteed. Investors may not get back the amount originally invested.
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Performance

Performance

Growth of Hypothetical 10,000

Performance chart data not available for display.
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Reinvestments

This fund does not have any distributions data as of now.
  From
31-Dec-2016
To
31-Dec-2017
From
31-Dec-2017
To
31-Dec-2018
From
31-Dec-2018
To
31-Dec-2019
From
31-Dec-2019
To
31-Dec-2020
From
31-Dec-2020
To
31-Dec-2021
Total Return (%)

as of Dec 31, 2021

8.28 -2.63 -4.51 -2.50 1.21
Benchmark (%)

as of Dec 31, 2021

0.86 1.87 2.28 0.67 0.05
  1Y 3Y 5Y 10y Incept.
1.21 -1.96 -0.13 - -0.96
Benchmark (%)

as of Dec 31, 2021

0.05 0.99 1.14 - 0.80
  YTD 1m 3M 1Y 3Y 5Y 10y Incept.
1.21 0.05 0.53 1.21 -5.78 -0.65 - -7.03
Benchmark (%)

as of Dec 31, 2021

0.05 0.01 0.01 0.05 3.01 5.84 - 6.26
The performance quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investor's shares, when sold or redeemed, may be worth more or less than the original cost. Current performance may be lower or higher than the performance quoted.

Key Facts

Key Facts

Size of Fund (Millions) as of Jan 21, 2022 USD 49.955
12m Trailing Yield -
Number of Holdings as of Dec 31, 2021 2855
Base Currency U.S. Dollar
Fund Inception Date Jun 2, 2014
Share Class Inception Date Jun 2, 2014
Asset Class Equity
Morningstar Category Equity Market Neutral EUR
Benchmark Index ICE BofA 3-MO US Treasury Bill (G0O1)
SFDR Classification Other
Domicile Luxembourg
Regulatory Structure UCITS
Management Company BlackRock (Luxembourg) S.A.
Ongoing Charge 2.78%
ISIN LU1069251277
Bloomberg Ticker BSGLSE2
Annual Management Fee 2.30%
Initial Charge 3.00%
Performance Fee 0.00%
SEDOL BMPGZV2
Bloomberg Benchmark Ticker -
Dealing Settlement Trade Date + 3 days
Dealing Frequency Daily, forward pricing basis
Minimum Initial Investment EUR 5000
Minimum Subsequent Investment EUR 1000
Use of Income Accumulating

Portfolio Characteristics

Portfolio Characteristics

3y Volatility - Benchmark as of Dec 31, 2021 0.33
3y Beta as of Dec 31, 2021 -4.418
5y Volatility - Benchmark as of Dec 31, 2021 0.28
5y Beta as of Dec 31, 2021 -4.203

ESG Integration

ESG Integration

ESG integration is the practice of incorporating material environmental, social and governance (ESG) information or insights alongside traditional measures into the investment decision process to improve long term financial outcomes of portfolios. Unless otherwise stated in Fund documentation or included within the Fund’s investment objective, inclusion of this statement does not imply that the Fund has an ESG-aligned investment objective, but rather describes how ESG information is considered as part of the overall investment process.


The Fund manager includes ESG considerations in the research and decision phases of the investment process. This may include relevant, internal ESG research which along with multiple other research insights, informs active portfolio weighting versus a reference benchmark (or weighting implemented to achieve an absolute return outcome, if applicable). The Fund manager conducts regular portfolio reviews with the Risk and Quantitative Analysis group and with the Chief Investment Officers. These reviews include discussion of the portfolio’s exposure to material ESG risks, as well as exposure to sustainability-related business involvements, climate-related metrics, and other factors.

Ratings

Ratings

Morningstar Rating

3 stars
Overall Morningstar Rating for BlackRock Systematic Global Long/Short Equity Fund, Class E2 Hedged, as of Dec 31, 2021 rated against 187 Equity Market Neutral EUR Funds.

Risk Indicator

Risk Indicator

1
2
3
4
5
6
7
Low Risk High Risk
Low Yield High Yield

Holdings

Holdings

as of Dec 31, 2021
Name Weight (%)
SPIRAX-SARCO ENGINEERING PLC 1.28
WHEATON PRECIOUS METALS CORP 1.14
LOREAL SA 1.13
ARISTOCRAT LEISURE LTD 1.09
NEXT PLC 1.03
Name Weight (%)
MASCO CORPORATION 0.99
METTLER-TOLEDO INTERNATIONAL INC 0.99
VALVOLINE INC 0.98
AIA GROUP LTD 0.95
UDR INC 0.93
Holdings subject to change

Exposure Breakdowns

Exposure Breakdowns

as of Dec 31, 2021

% of Market Value

Type Long Short Net
as of Dec 31, 2021

% of Market Value

Type Long Short Net
Sorry, currency data is not available at this time.
as of Dec 31, 2021

% of Market Value

Type Long Short Net
Negative weightings may result from specific circumstances (including timing differences between trade and settle dates of securities purchased by the funds) and/or the use of certain financial instruments, including derivatives, which may be used to gain or reduce market exposure and/or risk management. Allocations are subject to change.

Pricing & Exchange

Investor Class Currency Distribution Frequency NAV NAV Amount Change NAV % Change 52wk High 52wk Low Bid Price ISIN Offer Price TIS
E2 Hgd EUR Accumulating 92.94 0.21 0.23 98.70 91.38 - LU1069251277 - -
C2 USD Accumulating 96.82 0.22 0.23 102.54 95.20 - LU1153524746 - -
D2 USD Accumulating 108.43 0.26 0.24 113.54 106.14 - LU1153525040 - -
Class J5 USD Quarterly 113.39 0.26 0.23 118.75 111.01 - LU1069250626 - -
A2 Hgd EUR Accumulating 93.16 0.21 0.23 98.57 91.59 - LU1162516717 - -
X2 USD Accumulating 127.01 0.30 0.24 131.62 122.52 - LU1069250386 - -
A2 USD Accumulating 108.36 0.25 0.23 113.96 106.53 - LU1069250113 - -
A2 Hgd SEK Accumulating 940.90 2.22 0.24 993.98 924.96 - LU1122056838 - -
D2 Hgd EUR Accumulating 101.11 0.24 0.24 106.53 99.39 - LU1069250972 - -
D2 Hgd GBP Accumulating 104.86 0.25 0.24 109.93 102.94 - LU1103452089 - -
Class AI2 Hedged EUR - 94.04 0.22 0.23 99.49 92.46 - LU2008562360 - -

Portfolio Managers

Portfolio Managers

Kevin Franklin
Scientific Active Equity Investment Group
Gearoid Neligan
Gearoid Neligan

Literature

Literature