Multi Asset

BSF BlackRock Systematic Style Factor 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.

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

To the extent the Fund undertakes securities lending to reduce costs, the Fund will receive 62.5% of the associated revenue generated and the remaining 37.5% will be received by BlackRock as the securities lending agent. As securities lending revenue sharing does not increase the costs of running the Fund, this has been excluded from the ongoing charges.

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Performance

Performance

Chart

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This chart shows the fund's performance as the percentage loss or gain per year over the last 6 years.

  2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Total Return (%) -7.8 -5.1 -23.7 13.6 0.4 10.3
Comparator Benchmark 1 (%) 2.1 2.6 1.1 0.2 2.0 5.5

Performance is shown after deduction of ongoing charges. Any entry and exit charges are excluded from the calculation.

  1y 3y 5y 10y Incept.
8.97 8.82 -0.34 - -
Comparator Benchmark 1 (%) 5.81 3.45 2.53 - -
  YTD 1m 3m 6m 1y 3y 5y 10y Incept.
8.39 1.88 0.87 8.39 8.97 28.87 -1.69 - -
Comparator Benchmark 1 (%) 2.86 0.47 1.42 2.86 5.81 10.70 13.32 - -
  From
30-Jun-2019
To
30-Jun-2020
From
30-Jun-2020
To
30-Jun-2021
From
30-Jun-2021
To
30-Jun-2022
From
30-Jun-2022
To
30-Jun-2023
From
30-Jun-2023
To
30-Jun-2024
Total Return (%)

as of 30/Jun/2024

-21.78 -2.48 7.56 9.94 8.97
Comparator Benchmark 1 (%)

as of 30/Jun/2024

2.11 0.25 0.40 4.21 5.81

The figures shown relate to past performance. Past performance is not a reliable indicator of future performance. Markets could develop very differently in the future. It can help you to assess how the fund has been managed in the past

Share Class and Benchmark performance displayed in CHF, hedged share class benchmark performance is displayed in USD.

Performance is shown on a Net Asset Value (NAV) basis, with gross income reinvested where applicable. The return of your investment may increase or decrease as a result of currency fluctuations if your investment is made in a currency other than that used in the past performance calculation. Source: Blackrock

Key Facts

Key Facts

Net Assets of Fund
as of 23/Jul/2024
USD 163,934,432
Fund Launch Date
29/Feb/2016
Fund Base Currency
USD
Comparator Benchmark 1
3 Month SOFR Compounded in Arrears plus 26.1 basis point spread
Initial Charge
5.00%
ISIN
LU1640627169
Performance Fee
0.00%
Minimum Subsequent Investment
CHF 1,000.00
Domicile
Luxembourg
Management Company
BlackRock (Luxembourg) S.A.
Dealing Settlement
Trade Date + 3 days
Bloomberg Ticker
BSSAD2C
Share Class launch date
19/Jul/2017
Share Class Currency
CHF
Asset Class
Multi Asset
SFDR Classification
Other
Ongoing Charges Figures
1.07%
Annual Management Fee
0.55%
Minimum Initial Investment
CHF 100,000.00
Use of Income
Accumulating
Regulatory Structure
UCITS
Morningstar Category
Multistrategy Other
Dealing Frequency
Daily, forward pricing basis
SEDOL
BYVSVR4

ESG Integration

ESG Integration

ESG integration is the practice of incorporating financially material environmental, social and governance (ESG) data or information into the investment decision process with the objective of enhancing risk-adjusted returns of our clients’ 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 or strategy, but rather describes how ESG data or information is considered as part of the overall investment process.

The Fund manager includes ESG considerations in the research, selection, monitoring and reporting phases of the investment process. This may include third-party and internal material considerations, as defined by the investment team, of ESG criteria. The Fund manager undergoes a rigorous research phase in the construction of internal ESG research signals, which highlight criteria such as environmental aspects, human capital or management quality. As part of this research, the Fund manager may conduct due diligence on ESG data providers. Once these signals have met the criteria necessary to be incorporated in the portfolio, they are considered, where applicable, as part of the investment decisions on an ongoing basis as part of a broader set of signals. The Fund manager additionally uses standardized ESG criteria (headline ESG ratings, carbon emissions intensity) during the reporting phase. These may be sourced internally or directly from third-party data providers and are featured in internal portfolio analytics. The Fund manager conducts regular portfolio risk reviews with Risk and Quantitative Analysis group. These reviews include discussion, where appropriate, 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

Pricing & Exchange

Pricing & Exchange

Investor Class Currency NAV NAV Amount Change NAV % Change NAV As Of 52wk High 52wk Low ISIN
Class D2 Hedged CHF 89.05 -0.01 -0.01 23/Jul/2024 89.34 80.03 LU1640627169
Class D2 EUR 122.56 0.34 0.28 23/Jul/2024 123.64 104.11 LU1373035317
Class IPF2 Hedged CHF 92.96 -0.01 -0.01 23/Jul/2024 93.25 83.32 LU1706559660
Class IPF2 Hedged EUR 105.73 0.00 0.00 23/Jul/2024 105.95 92.64 LU1469409517
Class D2 Hedged EUR 103.44 0.00 0.00 23/Jul/2024 103.67 90.91 LU1352906298
Class A4 USD 112.35 0.00 0.00 23/Jul/2024 113.62 100.11 LU1394251976
Class I2 Hedged CHF 90.43 -0.01 -0.01 23/Jul/2024 90.71 81.12 LU1640627243
Class I2 Hedged EUR 105.16 0.00 0.00 23/Jul/2024 105.38 92.24 LU1352906538
Class A2 Hedged SEK 91.83 -0.01 -0.01 23/Jul/2024 92.05 81.00 LU1609299281
Class I2 BRL Hedged (USD) USD 85.25 -0.46 -0.54 23/Jul/2024 92.55 80.84 LU1718790519
Class A2 USD 113.20 -0.01 -0.01 23/Jul/2024 113.41 98.53 LU1352905993
Class A4 Hedged EUR 99.02 -0.01 -0.01 23/Jul/2024 99.26 88.11 LU1394254640
Class I2 Hedged GBP 104.32 0.00 0.00 23/Jul/2024 104.48 90.29 LU1532729727
Class Z2 USD 121.26 0.00 0.00 23/Jul/2024 121.45 104.92 LU1363273308
Class X2 Hedged GBP 125.08 0.00 0.00 23/Jul/2024 125.25 107.66 LU1423753034
Class D2 Hedged GBP 103.66 -0.01 -0.01 23/Jul/2024 103.83 89.89 LU1572169370
Class A2 Hedged EUR 88.20 -0.01 -0.01 23/Jul/2024 88.41 77.95 LU1352906025
Class I2 USD 106.98 -0.01 -0.01 23/Jul/2024 107.15 92.44 LU1640626609
Class Z2 Hedged EUR 104.77 -0.01 -0.01 23/Jul/2024 105.00 92.02 LU1363273480
Class D2 USD 120.05 0.00 0.00 23/Jul/2024 120.25 103.92 LU1373035408
Class I2 Hedged JPY 10,118.89 -1.68 -0.02 23/Jul/2024 10,157.08 9,211.20 LU1484781551

Portfolio Managers

Portfolio Managers

Philip Hodges
Philip Hodges
He Ren
He Ren

Literature

Literature