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
30-Sep-2016
To
30-Sep-2017
From
30-Sep-2017
To
30-Sep-2018
From
30-Sep-2018
To
30-Sep-2019
From
30-Sep-2019
To
30-Sep-2020
From
30-Sep-2020
To
30-Sep-2021
Total Return (%)

as of Sep 30, 2021

13.91 3.86 3.31 1.49 2.24
Benchmark (%)

as of Sep 30, 2021

0.66 1.59 2.39 1.10 0.07
  1Y 3Y 5Y 10y Incept.
3.91 2.34 4.63 - 3.15
Benchmark (%)

as of Oct 31, 2021

0.06 1.12 1.15 - 0.82
  YTD 1m 3M 1Y 3Y 5Y 10y Incept.
4.00 0.65 -1.43 3.91 7.20 25.37 - 25.82
Benchmark (%)

as of Oct 31, 2021

0.04 0.00 0.01 0.06 3.40 5.89 - 6.25
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 Nov 29, 2021 USD 54.984
12m Trailing Yield -
Number of Holdings as of Oct 29, 2021 2607
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 USD
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 0.19%
ISIN LU1069250386
Bloomberg Ticker BSGLSX2
Annual Management Fee 0.00%
Initial Charge 0.00%
Performance Fee 0.00%
SEDOL BMPGZR8
Bloomberg Benchmark Ticker -
Dealing Settlement Trade Date + 3 days
Dealing Frequency Daily, forward pricing basis
Minimum Initial Investment USD 10000000
Minimum Subsequent Investment USD 10000
Use of Income Accumulating

Portfolio Characteristics

Portfolio Characteristics

3y Volatility - Benchmark as of Oct 31, 2021 0.33
3y Beta as of Oct 31, 2021 -3.405
5y Volatility - Benchmark as of Oct 31, 2021 0.28
5y Beta as of Oct 31, 2021 -3.497

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

4 stars
Overall Morningstar Rating for BlackRock Systematic Global Long/Short Equity Fund, Class X2, as of Oct 31, 2021 rated against 100 Equity Market Neutral USD Funds.

Risk Indicator

Risk Indicator

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

Holdings

Holdings

as of Oct 29, 2021
Name Weight (%)
MCKESSON CORP 1.40
MARSH & MCLENNAN COMPANIES INC 1.38
WALMART INC 1.37
WHEATON PRECIOUS METALS CORP 1.37
AIRBUS SE 1.35
Name Weight (%)
OTIS WORLDWIDE CORP 1.34
APPLE INC 1.33
HONDA MOTOR CO LTD 1.32
COLGATE-PALMOLIVE CO 1.28
RALPH LAUREN CORP 1.24
Holdings subject to change

Exposure Breakdowns

Exposure Breakdowns

as of Oct 29, 2021

% of Market Value

Type Long Short Net
as of Oct 29, 2021

% of Market Value

Type Long Short Net
Sorry, currency data is not available at this time.
as of Oct 29, 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
X2 USD Accumulating 126.36 0.05 0.04 131.62 119.86 - LU1069250386 - -
A2 Hgd SEK Accumulating 940.56 0.52 0.06 993.98 915.75 - LU1122056838 - -
D2 USD Accumulating 108.11 0.03 0.03 113.54 104.02 - LU1153525040 - -
C2 USD Accumulating 96.76 0.01 0.01 102.54 94.53 - LU1153524746 - -
D2 Hgd GBP Accumulating 104.58 0.05 0.05 109.93 100.99 - LU1103452089 - -
Class J5 USD Quarterly 113.06 0.03 0.03 118.75 108.79 - LU1069250626 - -
D2 Hgd EUR Accumulating 100.98 0.04 0.04 106.53 98.00 - LU1069250972 - -
E2 Hgd EUR Accumulating 92.98 0.03 0.03 98.70 91.19 - LU1069251277 - -
Class AI2 Hedged EUR - 94.00 0.04 0.04 99.49 91.73 - LU2008562360 - -
A2 Hgd EUR Accumulating 93.13 0.04 0.04 98.57 90.89 - LU1162516717 - -
A2 USD Accumulating 108.14 0.03 0.03 113.96 104.65 - LU1069250113 - -

Portfolio Managers

Portfolio Managers

Kevin Franklin
Scientific Active Equity Investment Group
Gearoid Neligan
Gearoid Neligan

Literature

Literature