Multi Asset

BSF - BlackRock Managed Index Portfolio Conservative

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.

Credit risk, changes to interest rates and/or issuer defaults will have a significant impact on the performance of fixed income securities. Potential or actual credit rating downgrades may increase the level of risk. Currency Risk: The Fund invests in other currencies. Changes in exchange rates will therefore affect the value of the investment. The value of equities and equity-related securities can be affected by daily stock market movements. Other influential factors include political, economic news, company earnings and significant corporate events. The Fund seeks to exclude companies engaging in certain activities inconsistent with ESG criteria. Investors should therefore make a personal ethical assessment of the Fund’s ESG screening prior to investing in the Fund. Such ESG screening may adversely affect the value of the Fund’s investments compared to a fund without such screening.

All currency hedged share classes of this fund use derivatives to hedge currency risk. The use of derivatives for a share class could pose a potential risk of contagion (also known as spill-over) to other share classes in the fund. The fund’s management company will ensure appropriate procedures are in place to minimise contagion risk to other share class. Using the drop down box directly below the name of the fund, you can view a list of all share classes in the fund – currency hedged share classes are indicated by the word “Hedged” in the name of the share class. In addition, a full list of all currency hedged share classes is available on request from the fund’s management company

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Performance

Performance

Chart

Performance chart data not available for display.
View full chart
Missing calendar year returns data
  1y 3y 5y 10y Incept.
-13.07 - - - -1.30
  YTD 1m 3m 6m 1y 3y 5y 10y Incept.
-14.64 0.83 -6.62 -7.94 -13.07 - - - -2.60
  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
From
30-Sep-2021
To
30-Sep-2022
Total Return (%)

as of 30-Sep-2022

- - - - -12.78

Key Facts

Key Facts

Net Assets of Fund as of 28-Nov-2022 EUR 88,533,991
Share Class launch date 28-Oct-2020
Fund Launch Date 26-Jan-2018
Share Class Currency EUR
Fund Base Currency EUR
Asset Class Multi Asset
SFDR Classification Article 8
Initial Charge 0.00%
Ongoing Charges Figures 0.41%
Annual Management Fee 0.37%
Performance Fee 0.00%
Minimum Initial Investment EUR 10,000,000.00
Minimum Subsequent Investment EUR 10,000.00
Use of Income Accumulating
Domicile Luxembourg
Regulatory Structure UCITS
Management Company BlackRock (Luxembourg) S.A.
Morningstar Category -
Dealing Settlement Trade Date + 3 days
Dealing Frequency Daily, forward pricing basis
Bloomberg Ticker BSIPCIE
ISIN LU2242191216
SEDOL BMHZXC4

Portfolio Characteristics

Portfolio Characteristics

Number of Holdings as of 31-Oct-2022 31
Standard Deviation (3y) as of - -
P/E Ratio as of 25-Nov-2022 10.14
P/B Ratio as of 25-Nov-2022 1.15
Yield to Maturity as of 25-Nov-2022 2.31
Modified Duration as of 25-Nov-2022 3.51
Effective Duration as of 25-Nov-2022 3.40
Weighted Avg Maturity as of 25-Nov-2022 4.54

Sustainability Characteristics

Sustainability Characteristics

Sustainability Characteristics provide investors with specific non-traditional metrics. Alongside other metrics and information, these enable investors to evaluate funds on certain environmental, social and governance characteristics. Sustainability Characteristics do not provide an indication of current or future performance nor do they represent the potential risk and reward profile of a fund. They are provided for transparency and for information purposes only. Sustainability Characteristics should not be considered solely or in isolation, but instead are one type of information that investors may wish to consider when assessing a fund.


The metrics are not indicative of how or whether ESG factors will be integrated into a fund. Unless otherwise stated in fund documentation and included within a fund’s investment objective, the metrics do not change a fund’s investment objective or constrain the fund’s investable universe, and there is no indication that an ESG or Impact focused investment strategy or exclusionary screens will be adopted by a fund. For more information regarding a fund's investment strategy, please see the fund's prospectus.


Review the MSCI methodologies behind Sustainability Characteristics using the links below.

MSCI ESG Fund Rating (AAA-CCC) as of 21-Sep-2022 A
MSCI ESG % Coverage as of 21-Sep-2022 93.06
MSCI ESG Quality Score (0-10) as of 21-Sep-2022 7.13
MSCI ESG Quality Score - Peer Percentile as of - -
Fund Lipper Global Classification as of - -
Funds in Peer Group as of - -
MSCI Weighted Average Carbon Intensity (Tons CO2E/$M SALES) as of 21-Sep-2022 108.66
MSCI Weighted Average Carbon Intensity % Coverage as of 21-Sep-2022 52.29
All data is from MSCI ESG Fund Ratings as of 21-Sep-2022, based on holdings as of 31-May-2022. As such, the fund’s sustainable characteristics may differ from MSCI ESG Fund Ratings from time to time.

To be included in MSCI ESG Fund Ratings, 65% of the fund’s gross weight must come from securities with ESG coverage by MSCI ESG Research (certain cash positions and other asset types deemed not relevant for ESG analysis by MSCI are removed prior to calculating a fund’s gross weight; the absolute values of short positions are included but treated as uncovered), the fund’s holdings date must be less than one year old, and the fund must have at least ten securities. For newly launched funds, Sustainability Characteristics are typically available 6 months after launch.

Business Involvement

Business Involvement

Business Involvement metrics can help investors gain a more comprehensive view of specific activities in which a fund may be exposed through its investments.


Business Involvement metrics are not indicative of a fund’s investment objective, and, unless otherwise stated in fund documentation and included within a fund’s investment objective, do not change a fund’s investment objective or constrain the fund’s investable universe, and there is no indication that an ESG or Impact focused investment strategy or exclusionary screens will be adopted by a fund. For more information regarding a fund's investment strategy, please see the fund's prospectus.


Review the MSCI methodology behind the Business Involvement metrics, using links below.

MSCI - Controversial Weapons as of 31-Oct-2022 0.00%
MSCI - UN Global Compact Violators as of 31-Oct-2022 0.11%
MSCI - Nuclear Weapons as of 31-Oct-2022 0.00%
MSCI - Thermal Coal as of 31-Oct-2022 0.00%
MSCI - Civilian Firearms as of 31-Oct-2022 0.03%
MSCI - Oil Sands as of 31-Oct-2022 0.12%
MSCI - Tobacco as of 31-Oct-2022 0.05%

Business Involvement Coverage as of 31-Oct-2022 47.76%
Percentage of Fund not covered as of 31-Oct-2022 52.57%
BlackRock business involvement exposures as shown above for Thermal Coal and Oil Sands are calculated and reported for companies that generate more than 5% of revenue from thermal coal or oil sands as defined by MSCI ESG Research. For the exposure to companies that generate any revenue from thermal coal or oil sands (at a 0% revenue threshold), as defined by MSCI ESG Research, it is as follows: Thermal Coal 0.23% and for Oil Sands 0.29%.

Business Involvement metrics are calculated by BlackRock using data from MSCI ESG Research which provides a profile of each company’s specific business involvement. BlackRock leverages this data to provide a summed up view across holdings and translates it to a fund's market value exposure to the listed Business Involvement areas above.


Business Involvement metrics are designed only to identify companies where MSCI has conducted research and identified as having involvement in the covered activity. As a result, it is possible there is additional involvement in these covered activities where MSCI does not have coverage. This information should not be used to produce comprehensive lists of companies without involvement. Business Involvement metrics are only displayed if at least 1% of the fund’s gross weight includes securities covered by MSCI ESG Research.

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, monitoring and reporting phases of the investment process. This includes both BlackRock and third-party research and feeds into the initial investment decision. When making buy, hold and sell decisions, the team takes into consideration competitive advantages of allocating to vehicles that provide access to companies with stronger ESG characteristics, within a given industry. The Fund manager conducts regular portfolio risk reviews between the investment team and BlackRock’s Risk and Quantitative Analysis group as well as portfolio reviews with 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

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Low Risk High Risk
Typically low rewards Typically high rewards

Ratings

Holdings

Holdings

Issuer Ticker Name Sector Asset Class Market Value Weight (%) Notional Value Nominal Price Exchange
Please note that the prices and valuation information (the Information) is unaudited and is based on unaudited price and holding data. As such the Information is indicative only and is subject to change. BlackRock Investment Management (UK) Limited ("BlackRock") makes no representations or warranties of any kind, either express or implied, in respect of the Information. In particular, but without limiting the foregoing, BlackRock does not represent or warrant that the Information is reconciled, accurate, complete, error-free, virus free, or that results obtained from use of the Information will be correct.

Exposure Breakdowns

Exposure Breakdowns

as of 25-Nov-2022

% of Market Value

Type Fund
as of 25-Nov-2022

% of Market Value

Type Fund
Allocations subject to change.
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

Pricing & Exchange

Investor Class Currency Distribution Frequency NAV NAV Amount Change NAV % Change NAV As Of 52wk High 52wk Low ISIN TIS
Class I2 EUR - 99.58 -0.36 -0.36 28-Nov-2022 114.28 94.56 LU2242191216 -
Class A2 Hedged USD - 109.73 -0.41 -0.37 28-Nov-2022 123.77 103.80 LU1733247404 -
Class D2 Hedged USD - 113.14 -0.42 -0.37 28-Nov-2022 126.87 106.93 LU1733247669 -
Class D5 EUR - 100.02 -0.35 -0.35 28-Nov-2022 115.00 94.98 LU1733247313 -
Class I4 EUR Annual 101.02 -0.36 -0.36 28-Nov-2022 107.66 95.93 LU2485534999 -
Class D2 Hedged GBP - 106.54 -0.38 -0.36 28-Nov-2022 120.99 100.95 LU1733247586 -
Class D2 EUR - 103.07 -0.37 -0.36 28-Nov-2022 118.35 97.88 LU1733247230 -
Class A4 EUR - 99.52 -0.36 -0.36 28-Nov-2022 114.93 94.59 LU1733247156 -
Class A2 EUR - 99.95 -0.36 -0.36 28-Nov-2022 115.42 94.99 LU1733247073 -

Portfolio Managers

Portfolio Managers

Rafael Iborra
Rafael Iborra
Christopher Downing
Christopher Downing
Steve Walker
Steve Walker

Literature

Literature