STSEX Performance — BlackRock Exchange Portfolio, BlackRock Class
Data updated: 2026-08-26
STSEX returned −1.89% year to date and +4.80% over one year to Jun 2026. Annualised returns are +13.11% over 3 years and +11.47% over 5 years. The fund trailed its US Large Growth category average: $100 invested three years ago grew to $145, against $175 for the category, and to $105 over one year, against $117. Volatility over the past three years was 9.48% a year. In the 12 months to Jun 2026 the fund lost a net $21.2M, and assets reached $266.64M.
STSEX Growth of $100
What $100 invested in BlackRock Exchange Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Growth category average over the same months.
| Period | STSEX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $105 | $117 |
| 3 years (Jul 2023 – Jun 2026) | $145 | $175 |
| 5 years (Jul 2021 – Jun 2026) | $172 | $166 |
| Since data start (Jul 2019 – Jun 2026) | $243 | $271 |
STSEX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | −1.89% |
| 1 year | +4.80% |
| 3 years (annualised) | +13.11% |
| 5 years (annualised) | +11.47% |
STSEX Annual Returns
Calendar-year total returns of BlackRock Exchange Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | −1.89% |
| 2025 | +19.41% |
| 2024 | +16.10% |
| 2023 | +20.68% |
| 2022 | −5.52% |
| 2021 | +31.10% |
| 2020 | +9.30% |
| 2019 (Jul–Dec) | +9.24% |
STSEX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | −2.0% | +0.9% | −4.1% | +3.4% | +1.5% | −1.5% | — | — | — | — | — | — |
| 2025 | +2.8% | +1.1% | −1.9% | +0.6% | +5.3% | +3.5% | +1.9% | +2.1% | +1.4% | −0.3% | +1.6% | 0.0% |
| 2024 | +4.3% | +3.8% | +2.8% | −3.4% | +4.4% | +1.6% | +0.8% | +3.5% | −0.4% | −2.6% | +4.6% | −3.8% |
| 2023 | +1.4% | −1.6% | +4.6% | +4.5% | −0.9% | +5.0% | +1.1% | −1.6% | −2.9% | +1.1% | +7.3% | +1.5% |
| 2022 | −1.1% | −0.7% | +3.2% | −4.9% | −0.3% | −7.4% | +5.6% | −4.3% | −8.1% | +9.6% | +7.4% | −2.9% |
| 2021 | 0.0% | +3.5% | +4.3% | +4.7% | +2.1% | +2.4% | +2.5% | +2.9% | −3.9% | +8.2% | −3.8% | +5.3% |
| 2020 | +0.9% | −8.4% | −8.6% | +8.8% | +2.7% | +1.6% | +2.9% | +7.0% | −4.6% | −4.8% | +10.8% | +3.0% |
| 2019 | — | — | — | — | — | — | +0.3% | −1.1% | +0.7% | +2.4% | +3.8% | +3.0% |
STSEX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 9.48%
- 3-year Sharpe ratio: 0.91 (vs 4.5% risk-free rate)
- Best month: +7.34% (Nov 2023)
- Worst month: −4.14% (Mar 2026)
STSEX Fund Flows
Monthly money in and out of BlackRock Exchange Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$21.2M
- 12-month gross sales (incl. reinvestments): $677K
- Sales ÷ redemptions: 0.03×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $0 | $0 | $0 |
| May 2026 | $0 | $280K | −$280K |
| Apr 2026 | $34K | $3K | $31K |
| Mar 2026 | $0 | $2.9M | −$2.9M |
| Feb 2026 | $0 | $336K | −$336K |
| Jan 2026 | $0 | $743K | −$743K |
| Dec 2025 | $573K | $112K | $462K |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $35K | $16.7M | −$16.6M |
| Sep 2025 | $0 | $500K | −$500K |
| Aug 2025 | $0 | $309K | −$309K |
| Jul 2025 | $35K | $3K | $32K |
STSEX Assets Under Management
Net assets of BlackRock Exchange Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $266.64M |
| 2026-03-31 | $258.15M |
| 2025-12-31 | $276.25M |
| 2025-09-30 | $290.99M |
| 2025-06-30 | $276.78M |
| 2025-03-31 | $254.17M |
| 2024-12-31 | $263.08M |
| 2024-09-30 | $270.70M |
| 2024-06-28 | $261.64M |
| 2024-03-28 | $256.80M |
| 2023-12-29 | $231.76M |
| 2023-09-29 | $212.49M |
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.