C000177759 Performance — BlackRock Total Factor Fund, Class K
Data updated: 2023-10-13
C000177759 returned +14.39% over one year to Jul 2023. The annualised 3-year return is +5.65%. The fund beat its Money Market category average: $100 invested three years ago grew to $118, against $111 for the category, and to $114 over one year, against $103. Volatility over the past three years was 7.93% a year. In the 12 months to Jul 2023 the fund lost a net $195.4M, and assets reached $30.28M.
C000177759 Growth of $100
What $100 invested in BlackRock Total Factor Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | C000177759 | Category average |
|---|---|---|
| 1 year (Aug 2022 – Jul 2023) | $114 | $103 |
| 3 years (Aug 2020 – Jul 2023) | $118 | $111 |
| Since data start (Aug 2019 – Jul 2023) | $102 | $112 |
C000177759 Trailing Returns
Total returns to Jul 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +14.39% |
| 3 years (annualised) | +5.65% |
C000177759 Annual Returns
Calendar-year total returns of BlackRock Total Factor Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Jul) | +14.39% |
| 2022 | −9.64% |
| 2021 | +16.73% |
| 2020 | −15.29% |
| 2019 (Aug–Dec) | −0.67% |
C000177759 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +1.5% | +1.6% | +2.8% | +0.8% | 0.0% | +5.8% | +1.1% | — | — | — | — | — |
| 2022 | −1.9% | −3.4% | −2.8% | 0.0% | −2.0% | −2.2% | +2.3% | −4.4% | +3.8% | −0.7% | +0.8% | +0.6% |
| 2021 | +1.7% | −1.5% | +4.2% | −0.7% | +3.7% | +1.0% | +2.0% | +1.3% | −0.5% | −1.4% | +2.3% | +3.6% |
| 2020 | +0.9% | −3.5% | −10.0% | +0.5% | −1.9% | +0.2% | +0.2% | −0.7% | −1.3% | −1.6% | −0.1% | +1.4% |
| 2019 | — | — | — | — | — | — | — | −0.1% | +1.1% | −1.1% | −0.3% | −0.3% |
C000177759 Risk
Risk measures from monthly returns over Aug 2020 – Jul 2023.
- 3-year volatility (annualised): 7.93%
- 3-year Sharpe ratio: 0.14 (vs 4.5% risk-free rate)
- Best month: +5.85% (Jun 2023)
- Worst month: −4.36% (Aug 2022)
C000177759 Fund Flows
Monthly money in and out of BlackRock Total Factor Fund, from SEC Form N-PORT.
- 12-month net flow: −$195.4M
- 12-month gross sales (incl. reinvestments): $99.1M
- Sales ÷ redemptions: 0.34×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2023 | $1.3M | $4.9M | −$3.6M |
| Jun 2023 | $1.1M | $184.4M | −$183.4M |
| May 2023 | $4.0M | $3.0M | $926K |
| Apr 2023 | $3.3M | $2.4M | $891K |
| Mar 2023 | $3.6M | $3.1M | $462K |
| Feb 2023 | $15.9M | $2.6M | $13.3M |
| Jan 2023 | $16.3M | $5.6M | $10.7M |
| Dec 2022 | $19.2M | $31.3M | −$12.1M |
| Nov 2022 | $20.9M | $19.1M | $1.8M |
| Oct 2022 | $4.2M | $20.0M | −$15.8M |
| Sep 2022 | $3.6M | $14.9M | −$11.3M |
| Aug 2022 | $5.8M | $3.1M | $2.7M |
C000177759 Assets Under Management
Net assets of BlackRock Total Factor Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-07-31 | $30.28M |
| 2023-04-30 | $207.57M |
| 2023-01-31 | $182.52M |
| 2022-10-31 | $192.58M |
| 2022-07-31 | $220.28M |
| 2022-04-30 | $228.50M |
| 2022-01-31 | $243.24M |
| 2021-10-31 | $224.95M |
| 2021-07-31 | $215.98M |
| 2021-04-30 | $212.44M |
| 2021-01-31 | $165.83M |
| 2020-10-31 | $226.11M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.