BlackRock Health Sciences Trust II

10-Year Study

BMEZ.US · Financial Services · US · Common Stock

Executive Summary: BlackRock Health Sciences Trust II has compounded at 3.6% annually over the last 10 years, with a maximum drawdown of 43.6% and an annualized volatility of 19.9%.

1Y CAGR
+8.7%
3Y CAGR
+8.0%
5Y CAGR
-3.5%
10Y CAGR
+3.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
43.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +18.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -32.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.8-0.4-4.51.0————————-2.2%
202515.9-2.7-5.0-0.20.6-1.20.12.91.74.84.7-2.818.7%
20245.86.41.0-11.36.31.85.11.8-0.3-1.52.7-7.09.5%
20238.5-3.26.0-1.9-2.25.20.4-4.6-5.8-8.67.06.05.1%
2022-14.3-5.6-0.2-12.2-3.4-0.84.3-3.2-7.65.55.5-4.5-32.6%
20211.2-5.4-2.95.23.42.7-1.51.8-5.6-0.3-8.75.3-5.8%
2020—-1.6-10.510.03.64.28.68.1-1.6-1.617.45.146.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 19.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 42.3% of variance. Idiosyncratic stock-specific factors contribute 21.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-01-0110000
2020-02-019842.508878175986
2020-03-018809.037725814476
2020-04-019686.904904870558
2020-05-0110034.998027072004
2020-06-0110451.972070201924
2020-07-0111347.938719140833
2020-08-0112268.438298821391
2020-09-0112078.007857400195
2020-10-0111886.376503285353
2020-11-0113958.894474086019
2020-12-0114672.065055156203
2021-01-0114844.653365128926
2021-02-0114038.154711866735
2021-03-0113631.47420611093
2021-04-0114341.299387534527
2021-05-0114832.644238192453
2021-06-0115233.834857348727
2021-07-0115012.695362761413
2021-08-0115289.162620734613
2021-09-0114426.221070871004
2021-10-0114380.329050078059
2021-11-0113127.862890082175
2021-12-0113827.566093087891
2022-01-0111849.31976873853
2022-02-0111186.67330027964
2022-03-0111168.916948309286
2022-04-019807.16773319151
2022-05-019470.65484053595
2022-06-019391.99505910206
2022-07-019799.018682770335
2022-08-019486.35248503148
2022-09-018761.601674415413
2022-10-019245.054813086515
2022-11-019749.7812623308
2022-12-019313.506836624405
2023-01-0110103.450050609892
2023-02-019775.686664722332
2023-03-0110363.790766696975
2023-04-0110166.669525982603
2023-05-019942.1846317487
2023-06-0110457.633515757689
2023-07-0110499.751239513458
2023-08-0110018.27102883906
2023-09-019435.9141518983
2023-10-018628.471924376812
2023-11-019232.788347715694
2023-12-019785.722863662097
2024-01-0110355.21281888521
2024-02-0111023.006056031154
2024-03-0111138.293674621285
2024-04-019877.249566813634
2024-05-0110500.523254816519
2024-06-0110686.150045463126
2024-07-0111230.24927516341
2024-08-0111427.02739796531
2024-09-0111395.460550018013
2024-10-0111225.617183345057
2024-11-0111523.872428760145
2024-12-0110719.947159841478
2025-01-0112420.61109300211
2025-02-0112086.843143646316
2025-03-0111481.754705004374
2025-04-0111460.395614953079
2025-05-0111525.931136234969
2025-06-0111387.997735421777
2025-07-0111401.036216095661
2025-08-0111730.772529979928
2025-09-0111924.634150525828
2025-10-0112496.097033745647
2025-11-0113083.943797285938
2025-12-0112722.897973888726
2026-01-0112950.899826725452
2026-02-0112892.655561083566
2026-03-0112317.933057695276
2026-04-0112446.602274871759
Annual Return Matrix
YearAnnual Return
2021-0.05755828909520344
2022-0.32645363804986394
20230.050702279530278505
20240.09546809256662003
20250.18684334765665644
2026-0.021716412375860528
Total Factor Risk
0.1985041756109138
VTI.US Exposure
0.42329942485917565
VEA.US Exposure
0.0166386603912076
VWO.US Exposure
0.021193407719138434
QQQ.US Exposure
-0.21412829337416003
VTV.US Exposure
-0.15428281618230538
IJR.US Exposure
-0.022094840266009542
QUAL.US Exposure
0.3226147296747874
SHV.US Exposure
0.0037871665448153714
TLT.US Exposure
0.056610724026400584
LQD.US Exposure
-0.06565761404632836
HYG.US Exposure
0.25825100172842347
GLD.US Exposure
0.013933926658784093
USO.US Exposure
-0.0048941825173205635
VNQ.US Exposure
0.06957786217362598
BTC-USD.CC Exposure
0.014829540145603943
CPER.US Exposure
-0.019295341381070374
VIX.INDX Exposure
0.019713231881250813
UUP.US Exposure
0.055201953256615054
TIP.US Exposure
-0.00831378898197385
Idiosyncratic Exposure
0.2130152476893397
Value Score
47.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →5.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$897.5M
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$283
Avg Yield on Cost
2.83%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$283.072.83%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
7.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BlackRock Health Sciences Trust II a high-risk investment?

BlackRock Health Sciences Trust II (BMEZ.US) has an annualized volatility of 19.9% and experienced a maximum drawdown of 43.6% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of BMEZ.US?

Over the past 10 years, BMEZ.US has generated a Compound Annual Growth Rate (CAGR) of 3.6%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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