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BlackRock Commodity Strategies Portfolio Class K Fund

8.68 -0.18 -2.03%
07/18/2024 12:00 AM NAV

NAV

8.68
Nav
07/19/2024
Last Update

Ratings

Morningstar Rating
n/a
Sustainability Rating

Key Data

BlackRock
Issuer
Bloomberg Commodity
Benchmark
105.68 M
Net Asset
USD
Currency
0.67 %
TER
01/25/2018
Inception
Yes
Distributing
Commodities Broad Basket
Type
United States
Applied In
The Bank of New York Mellon
Custodian
US09258N2734
ISIN
Symbol

Asset Allocation Top Instruments

Asset Allocation Top Sectors

Asset Allocation Top Countries

Asset Allocation Top Holdings

Performance

Name %
Performance Current Year 7.89
Performance since Inception 20.65
High 1 Year 9.26
Maximum Loss 1 Year -8.16
Name %
Alpha 1 Year 2.24
Alpha 3 Years -0.38
Alpha 5 Years 2.63
Average Gain 1 Year 3.60
Average Gain 3 Years 3.67
Average Gain 5 Years 3.93
Average Loss 1 Year -1.70
Average Loss 3 Years -3.51
Average Loss 5 Years -3.68
Batting Average 1 Year 41.67
Batting Average 3 Years 41.67
Batting Average 5 Years 46.67
Beta 1 Year 0.87
Beta 3 Years 0.92
Beta 5 Years 0.92
Capture Ratio Down 1 Year 70.15
Capture Ratio Down 3 Years 89.16
Capture Ratio Down 5 Years 80.66
Capture Ratio Up 1 Year 85.92
Capture Ratio Up 3 Years 89.38
Capture Ratio Up 5 Years 90.76
Correlation 1 Year 74.80
Correlation 3 Years 89.15
Correlation 5 Years 88.17
High 1 Year 9.26
Information Ratio 1 Year 0.12
Information Ratio 3 Years -0.07
Information Ratio 5 Years 0.18
Low 1 Year 7.76
Maximum Loss 1 Year -8.16
Maximum Loss 3 Years -17.12
Maximum Loss 5 Years -23.26
Performance Current Year 7.89
Performance since Inception 20.65
Risk adjusted Return 3 Years 0.06
Risk adjusted Return 5 Years 4.83
Risk adjusted Return Since Inception 2.92
R-Squared (R²) 1 Year 55.94
R-Squared (R²) 3 Years 79.48
R-Squared (R²) 5 Years 77.75
Sortino Ratio 1 Year 1.30
Sortino Ratio 3 Years 0.33
Sortino Ratio 5 Years 0.78
Tracking Error 1 Year 7.47
Tracking Error 3 Years 7.15
Tracking Error 5 Years 7.86
Trailing Performance 1 Month 3.49
Trailing Performance 1 Week 1.83
Trailing Performance 1 Year 5.87
Trailing Performance 10 Years 16.39
Trailing Performance 2 Years 12.06
Trailing Performance 3 Months 2.54
Trailing Performance 3 Years 22.27
Trailing Performance 4 Years 65.43
Trailing Performance 5 Years 55.51
Trailing Performance 6 Months 11.68
Trailing Return 1 Month -2.37
Trailing Return 1 Year 5.89
Trailing Return 2 Months 0.23
Trailing Return 2 Years 2.04
Trailing Return 3 Months 2.24
Trailing Return 3 Years 5.15
Trailing Return 4 Years 13.43
Trailing Return 5 Years 8.63
Trailing Return 6 Months 5.10
Trailing Return 6 Years 6.08
Trailing Return 9 Months 4.36
Trailing Return Since Inception 4.83
Trailing Return YTD - Year to Date 5.10
Treynor Ratio 1 Year 7.94
Treynor Ratio 3 Years 2.92
Treynor Ratio 5 Years 8.73

Charges

Total Expense 0.7769 %
Advisor Fee Expense 0.6180 %
Expense Waiver 0.1072 %
Administrator Fee Expense 0.0612 %
Transfer Agency Fee Expense 0.0357 %
Accounting Fee Expense 0.0091 %
Administrator Fee Expense 0.0612 %
Advisor Fee Expense 0.6180 %
Board of Directors Fee Expense 0.0016 %
Custodian Fee Expense 0.0059 %
Expense Waiver 0.1072 %
Interest Expense 0.0002 %
Other Fee Expense 0.0031 %
Professional Fee Expense 0.0137 %
Registration Fee Expense 0.0230 %
Shareholder Reporting Fee Expense 0.0056 %
Transfer Agency Fee Expense 0.0357 %
Total Expense 0.7769 %

Sustainability Rating

No Rating available
Rating vs. Category
Commodities
Category

Investment Policy

The investment seeks total return. The adviser utilizes two strategies and under normal circumstances expects to invest approximately 50% of its total assets in each strategy. One strategy focuses on investments in commodity-linked derivatives. To meet coverage and collateral requirements associated with these derivative investments, and to invest excess cash, the fund holds a portion of its portfolio in investment-grade short-term fixed-income securities. The other strategy focuses on equity investments in commodity-related companies, including, but not limited to, companies operating in the mining, energy and agricultural sectors.

Terms

Initial minimum savings amount 5,000,000.00
Distribution Distributing

funds category comparison

Name 1y Perf.
Invesco Balanced-Risk Commodity Strategy Fund Class R 4.50
Parametric Commodity Strategy Fund Class I 4.66
Invesco Balanced-Risk Commodity Strategy Fund Class A 4.73
Invesco Balanced-Risk Commodity Strategy Fund Class R6 4.87
Invesco Balanced-Risk Commodity Strategy Fund R5 Class 5.03

Investment Trust

Name BlackRock
Address BlackRock Funds
Zip Code 02940-8019
City Providence
Country United States
Phone +1 8004417762
Fax
E-mail
Website http://www.blackrock.com