BlackRock Global Long/Short Credit Absolute Return Credit
How to Implement GLSC
GLSC is a liquid alternative strategy that plays a risk-reducing role in broader portfolios
Adding GLSC Reduced Duration and Volatility
Hypothetical portfolio characteristics (9/30/11 - 3/31/8)
5.90 years
3.10%
2.13%
0.73
-5.00
100%
Traditional Fixed
Income Portfolio
Duration
Annualized volatility
Return
Sharpe
Max Drawdown
4.23 years
2.64%
2.35%
1.15
-4.92
70%
Traditional
Fixed Income
30%
GLSC
●
●
Allocated to credit opportunities in
a less volatile strategy
Reduced portfolio sensitivity to
interest rate risk
Source: Morningstar and BlackRock as of 3/31/18. Past performance is no guarantee of future results. The hypotheticals are for illustrative purposes only. These results are not
based on actual investments. Not a recommended allocation. This is an illustration of a traditional fixed income portfolio consisting of a 100% allocation to iShares Core U.S. Aggregate
Bond ETF. The new portfolio is an illustration of a 30% allocation to BlackRock Global Long/Short Credit Fund Institutional share and 70% to iShares Core U.S. Aggregate Bond ETF.
Volatility calculated using annualized standard deviation based on weekly returns. Returns are annualized, including reinvestment of dividends and capital gains.
BLACKROCK®
FOR FINANCIAL PROFESSIONAL USE ONLY. NOT TO BE SHOWN OR DISTRIBUTED TO THE GENERAL PUBLIC.
USR0418U-470515-1498457
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