BlackRock Global Equity Market Neutral Fund
Provider: Exchange
| Annualised Return | 5.07% |
| Realised Volatility | 5.39% |
| Downside Volatility | 3.04% |
| Max Drawdown | -12% |
| Winning months | 63.45% |
| Sharpe Ratio | 0.94 |
| Sortino Ratio | 1.67 |
| Calmar Ratio | 0.42 |
| Viking Ratio | 0.54 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 4.31% | 1.05% | 3.83% | 1.34% | 1.57% | 3.17% | 2.29% | -1.93% | 1.1% | 0.86% | 0.54% | 2.3% | 22.27% |
| 2023 | 2.3% | -0.92% | 0.93% | 0.41% | -1.83% | 3.22% | 1.11% | -0.3% | 2.1% | 2.25% | 3.63% | 0.65% | 14.24% |
| 2022 | 0.43% | -1.8% | 0.11% | -0.11% | -1.08% | 0.11% | -0.11% | -0.87% | 1.98% | -0.54% | 1.84% | 1.7% | 1.6% |
| 2021 | 1.75% | 2.69% | 1.15% | -0.62% | 1.25% | -1.44% | -0.21% | -1.47% | -1.38% | 0.86% | 0.11% | 0.43% | 3.07% |
| 2020 | 1.53% | -0.76% | -2.61% | 1.9% | 2.3% | 1.82% | -1.58% | 1.39% | -3.27% | -1.2% | 0.33% | 0.22% | -0.11% |
| 2019 | 1.84% | -0.64% | -0.64% | 0.86% | 3.1% | -1.35% | 0% | -2.94% | 0.43% | -1.19% | 1.2% | -1.51% | -0.98% |
| 2018 | -0.11% | -1.99% | 1.35% | -0.89% | 3.26% | -0.76% | -0.55% | 0.66% | -0.11% | 0.44% | -1.86% | 2.56% | 1.88% |
| 2017 | 1.24% | 1.23% | 1.46% | 1.67% | 0.59% | -0.23% | 1.88% | 1.84% | 0.11% | 1.24% | 1.45% | -0.55% | 12.56% |
| 2016 | -1.27% | -3.98% | 0.61% | -0.97% | -0.98% | -3.09% | 0.76% | -0.76% | 1.02% | 1.51% | 0.12% | -0.25% | -7.16% |
| 2015 | 0.11% | 0.34% | -0.11% | 0% | 0.8% | -2.14% | 1.38% | -1.59% | 0.92% | 0.11% | -0.23% | -0.69% | -1.14% |
| 2014 | 1.26% | -1.59% | -2.08% | -0.94% | 0.71% | 0.24% | 1.06% | 0.7% | 3.24% | -1.91% | 0.8% | -0.68% | 0.69% |
| 2013 | 2.45% | 0.27% | 2.25% | 2.33% | 2.53% | 0.25% | 1.97% | -1.21% | 1.35% | 2.29% | 1.77% | 0.93% | 18.53% |
| 2012 | 0.27% | 0.27% |