Equity

BlackRock Systematic Global Long/Short Equity Fund

Overview

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

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This chart shows the fund's performance as the percentage loss or gain per year over the last 7 years. It can help you to assess how the fund has been managed in the past and compare it to its benchmark.

  2012 2013 2014 2015 2016 2017 2018 2019 2020 2021
Total Return (%) -1.2 -6.3 9.5 -1.5 -3.4 -1.4 2.3
Comparator Benchmark 1 (%) 0.1 0.3 0.9 1.9 2.3 0.7 0.0
  1y 3y 5y 10y Incept.
-4.15 -2.14 -0.26 - -0.14
Comparator Benchmark 1 (%) 0.17 0.63 1.11 - 0.77
  YTD 1m 3m 6m 1y 3y 5y 10y Incept.
-2.14 0.18 -1.37 -2.14 -4.15 -6.27 -1.30 - -1.09
Comparator Benchmark 1 (%) 0.14 0.02 0.10 0.14 0.17 1.90 5.67 - 6.42
  From
30-Jun-2017
To
30-Jun-2018
From
30-Jun-2018
To
30-Jun-2019
From
30-Jun-2019
To
30-Jun-2020
From
30-Jun-2020
To
30-Jun-2021
From
30-Jun-2021
To
30-Jun-2022
Total Return (%)

as of 30-Jun-2022

3.74 1.51 -1.67 -0.56 -4.15
Comparator Benchmark 1 (%)

as of 30-Jun-2022

1.36 2.31 1.63 0.09 0.17

Key Facts

Key Facts

Net Assets of Fund as of 05-Jul-2022 USD 49,591,783
Share Class launch date 02-Jun-2014
Fund Launch Date 02-Jun-2014
Share Class Currency EUR
Fund Base Currency USD
Asset Class Equity
Comparator Benchmark 1 ICE BofA 3-MO US Treasury Bill (G0O1)
SFDR Classification Other
Initial Charge 5.00%
Ongoing Charges Figures 1.68%
Annual Management Fee 1.20%
Performance Fee 0.00%
Minimum Initial Investment EUR 100,000.00
Minimum Subsequent Investment EUR 0.00
Use of Income Accumulating
Domicile Luxembourg
Regulatory Structure UCITS
Management Company BlackRock (Luxembourg) S.A.
Morningstar Category Equity Market Neutral EUR
Dealing Settlement Trade Date + 3 days
Dealing Frequency Daily, forward pricing basis
Bloomberg Ticker BSGLSD2
ISIN LU1069250972
SEDOL BMPGZT0

Portfolio Characteristics

Portfolio Characteristics

Number of Holdings as of 31-May-2022 5400
Standard Deviation (3y) as of 30-Jun-2022 5.28%
3y Beta as of 30-Jun-2022 -8.110
P/E Ratio as of 31-May-2022 1.51
P/B Ratio as of 31-May-2022 -2.19

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.

Risk Indicator

Risk Indicator

1
2
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Low Risk High Risk
Typically low rewards Typically high rewards

Ratings

Ratings

Morningstar Rating

3 stars
Overall Morningstar Rating for BlackRock Systematic Global Long/Short Equity Fund, Class D2 Hedged, as of 30-Jun-2022 rated against 190 Equity Market Neutral EUR Funds.

Morningstar Analyst Rating

Morningstar Analyst Rating - Silver
Morningstar has awarded the Fund a Silver medal. Fewer than 10% of US open-end funds hold medalist ratings. (Effective 21-Jun-2021)

Holdings

Holdings

as of 31-May-2022
Name Weight (%)
JAPAN TOBACCO INC 0.65
TRAVEL + LEISURE CO 0.64
CHESAPEAKE ENERGY CORPORATION 0.61
OVINTIV INC 0.61
FOX CORP 0.59
Name Weight (%)
MITSUBISHI CORPORATION 0.57
COSTCO WHOLESALE CORPORATION 0.56
VINCI SA 0.55
UDR INC 0.53
EDP - ENERGIAS DE PORTUGAL SA 0.53
Holdings subject to change

Exposure Breakdowns

Exposure Breakdowns

as of 31-May-2022

% of Market Value

Type Fund
as of 31-May-2022

% of Market Value

Type Fund
as of 30-Jun-2016

% of Market Value

Type Fund Benchmark Net
Geographic exposure relates principally to the domicile of the issuers of the securities held in the product, added together and then expressed as a percentage of the product’s total holdings. However, in some instances it can reflect the country where the issuer of the securities carries out much of their business.
as of 31-May-2022

% of Market Value

Type Fund
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 NAV As Of 52wk High 52wk Low ISIN TIS
Class D2 Hedged EUR None 98.91 -0.11 -0.11 05-Jul-2022 103.61 98.17 LU1069250972 -
Class I2 Hedged EUR None 92.81 -0.11 -0.12 05-Jul-2022 98.26 92.10 LU1139081738 -
Class D2 USD None 106.74 -0.11 -0.10 05-Jul-2022 110.63 105.81 LU1153525040 -
Class D2 Hedged GBP None 103.21 -0.12 -0.12 05-Jul-2022 107.09 102.32 LU1103452089 -
Class A2 USD None 106.39 -0.12 -0.11 05-Jul-2022 110.86 105.51 LU1069250113 -
Class A2 Hedged EUR None 90.89 -0.11 -0.12 05-Jul-2022 95.73 90.25 LU1162516717 -

Portfolio Managers

Portfolio Managers

Kevin Franklin
Kevin Franklin
Andrew Huzzey
Andrew Huzzey

Literature

Literature