Black Rock Income Strategy Trust
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Black Rock Income Strategy Trust, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Mar 26, 2021, corresponding to the inception date of BIGZ
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| Black Rock Income Strategy Trust | 13.50% | 1.58% | 6.40% | 19.99% | N/A | N/A |
| Portfolio components: | ||||||
BDJ BlackRock Enhanced Equity Dividend Fund | 16.91% | 1.39% | 7.48% | 21.35% | 8.19% | 8.69% |
BGR BlackRock Energy and Resources Trust | 6.58% | -3.21% | 0.90% | 2.19% | 9.20% | 0.88% |
BME BlackRock Health Sciences Trust | 8.11% | 0.68% | 5.21% | 13.45% | 7.81% | 9.34% |
BMEZ BlackRock Health Sciences Trust II | 17.12% | 2.46% | 4.68% | 22.31% | N/A | N/A |
BUI BlackRock Utilities, Infrastructure & Power Opportunities Trust | 14.63% | 5.48% | 15.78% | 23.63% | 6.23% | 8.97% |
BST BlackRock Science and Technology Trust | 8.55% | -2.01% | -2.09% | 17.96% | 10.14% | N/A |
BSTZ BlackRock Science and Technology Trust II | 20.25% | -3.40% | 6.71% | 23.28% | 6.79% | N/A |
BIGZ Blackrock Innovation & Growth Trust | 9.55% | 3.99% | -0.49% | 17.27% | N/A | N/A |
BTZ BlackRock Credit Allocation Income Trust | 16.11% | 2.32% | 9.30% | 24.30% | 4.46% | 6.03% |
BLW BlackRock Limited Duration Income Trust | 10.91% | 3.21% | 8.28% | 21.73% | 7.12% | 6.89% |
BHK BlackRock Core Bond Trust | 14.75% | 3.99% | 14.90% | 26.53% | 3.33% | 5.61% |
BIT BlackRock Multi-Sector Income Trust | 7.85% | 2.85% | 0.65% | 13.79% | 7.06% | 7.92% |
BCAT BlackRock Capital Allocation Trust | 21.58% | 2.31% | 10.75% | 28.41% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Black Rock Income Strategy Trust, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.68% | 2.61% | 3.02% | -5.31% | 4.84% | 1.04% | 1.86% | 2.47% | 13.50% | ||||
| 2023 | 9.41% | -2.39% | 1.71% | -0.87% | -1.70% | 3.21% | 2.90% | -2.61% | -3.46% | -4.99% | 9.04% | 2.99% | 12.80% |
| 2022 | -6.95% | -4.22% | 1.00% | -7.97% | 0.39% | -7.07% | 8.00% | -1.86% | -11.00% | 5.76% | 5.59% | -4.92% | -22.59% |
| 2021 | 1.90% | 4.61% | 1.07% | 2.20% | -1.98% | 1.48% | -2.56% | 2.91% | -4.33% | 1.96% | 7.15% |
Expense Ratio
Black Rock Income Strategy Trust has an expense ratio of 0.07%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Black Rock Income Strategy Trust is 41, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
BDJ BlackRock Enhanced Equity Dividend Fund | 1.68 | 2.30 | 1.29 | 1.02 | 10.42 |
BGR BlackRock Energy and Resources Trust | 0.13 | 0.29 | 1.03 | 0.23 | 0.50 |
BME BlackRock Health Sciences Trust | 1.10 | 1.56 | 1.20 | 0.74 | 3.90 |
BMEZ BlackRock Health Sciences Trust II | 1.48 | 2.09 | 1.26 | 0.48 | 5.14 |
BUI BlackRock Utilities, Infrastructure & Power Opportunities Trust | 1.57 | 2.26 | 1.27 | 0.98 | 6.34 |
BST BlackRock Science and Technology Trust | 0.94 | 1.34 | 1.17 | 0.45 | 3.45 |
BSTZ BlackRock Science and Technology Trust II | 1.10 | 1.62 | 1.20 | 0.39 | 4.19 |
BIGZ Blackrock Innovation & Growth Trust | 0.81 | 1.22 | 1.15 | 0.26 | 2.76 |
BTZ BlackRock Credit Allocation Income Trust | 2.14 | 3.00 | 1.39 | 0.80 | 8.57 |
BLW BlackRock Limited Duration Income Trust | 2.22 | 3.30 | 1.43 | 1.43 | 13.05 |
BHK BlackRock Core Bond Trust | 2.17 | 3.03 | 1.41 | 0.71 | 9.16 |
BIT BlackRock Multi-Sector Income Trust | 1.40 | 2.10 | 1.26 | 1.10 | 4.48 |
BCAT BlackRock Capital Allocation Trust | 1.94 | 2.77 | 1.34 | 1.07 | 11.37 |
Dividends
Dividend yield
Black Rock Income Strategy Trust granted a 8.64% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Black Rock Income Strategy Trust | 8.64% | 8.95% | 9.59% | 6.63% | 5.03% | 5.19% | 5.06% | 4.36% | 5.47% | 6.40% | 5.35% | 5.33% |
| Portfolio components: | ||||||||||||
BDJ BlackRock Enhanced Equity Dividend Fund | 8.63% | 9.49% | 12.18% | 8.47% | 6.89% | 8.22% | 6.97% | 5.86% | 6.64% | 7.11% | 6.61% | 6.73% |
BGR BlackRock Energy and Resources Trust | 6.23% | 6.22% | 4.62% | 4.75% | 9.26% | 7.84% | 8.91% | 6.57% | 6.90% | 11.93% | 13.78% | 16.95% |
BME BlackRock Health Sciences Trust | 6.12% | 6.32% | 5.87% | 5.03% | 5.04% | 5.65% | 6.58% | 6.58% | 9.32% | 17.04% | 9.83% | 9.85% |
BMEZ BlackRock Health Sciences Trust II | 9.02% | 10.80% | 11.28% | 6.73% | 3.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BUI BlackRock Utilities, Infrastructure & Power Opportunities Trust | 6.10% | 6.65% | 6.99% | 5.45% | 5.80% | 6.51% | 7.35% | 6.72% | 7.89% | 8.65% | 6.97% | 8.06% |
BST BlackRock Science and Technology Trust | 8.74% | 8.91% | 10.57% | 8.45% | 3.72% | 10.19% | 6.20% | 4.64% | 6.47% | 6.71% | 0.55% | 0.00% |
BSTZ BlackRock Science and Technology Trust II | 8.99% | 10.90% | 14.73% | 7.92% | 3.42% | 2.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BIGZ Blackrock Innovation & Growth Trust | 9.56% | 10.45% | 14.54% | 4.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BTZ BlackRock Credit Allocation Income Trust | 9.01% | 9.76% | 9.14% | 6.69% | 6.84% | 6.23% | 7.19% | 6.25% | 6.90% | 7.83% | 7.48% | 7.27% |
BLW BlackRock Limited Duration Income Trust | 9.07% | 8.63% | 8.26% | 6.99% | 7.39% | 6.27% | 7.14% | 6.24% | 9.52% | 8.01% | 7.95% | 7.19% |
BHK BlackRock Core Bond Trust | 7.61% | 8.21% | 7.91% | 6.29% | 5.00% | 5.25% | 6.30% | 5.48% | 6.14% | 6.93% | 7.98% | 6.75% |
BIT BlackRock Multi-Sector Income Trust | 9.88% | 9.90% | 9.58% | 8.18% | 8.46% | 8.84% | 9.12% | 8.39% | 11.35% | 9.00% | 8.43% | 6.49% |
BCAT BlackRock Capital Allocation Trust | 13.31% | 10.08% | 9.01% | 6.42% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Black Rock Income Strategy Trust. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Black Rock Income Strategy Trust was 29.94%, occurring on Oct 14, 2022. The portfolio has not yet recovered.
The current Black Rock Income Strategy Trust drawdown is 4.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.94% | Nov 9, 2021 | 235 | Oct 14, 2022 | — | — | — |
| -4.29% | May 4, 2021 | 7 | May 12, 2021 | 12 | May 28, 2021 | 19 |
| -4.27% | Jul 6, 2021 | 10 | Jul 19, 2021 | 78 | Nov 5, 2021 | 88 |
| -2.25% | Jun 16, 2021 | 3 | Jun 18, 2021 | 9 | Jul 1, 2021 | 12 |
| -1.21% | Apr 16, 2021 | 3 | Apr 20, 2021 | 8 | Apr 30, 2021 | 11 |
Volatility
Volatility Chart
The current Black Rock Income Strategy Trust volatility is 2.14%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| BGR | BHK | BME | BUI | BTZ | BIT | BLW | BCAT | BMEZ | BDJ | BIGZ | BST | BSTZ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BGR | 1.00 | 0.08 | 0.21 | 0.30 | 0.15 | 0.25 | 0.27 | 0.27 | 0.25 | 0.45 | 0.25 | 0.30 | 0.28 |
| BHK | 0.08 | 1.00 | 0.22 | 0.27 | 0.56 | 0.39 | 0.39 | 0.21 | 0.25 | 0.25 | 0.24 | 0.25 | 0.26 |
| BME | 0.21 | 0.22 | 1.00 | 0.38 | 0.31 | 0.31 | 0.35 | 0.42 | 0.55 | 0.48 | 0.45 | 0.43 | 0.44 |
| BUI | 0.30 | 0.27 | 0.38 | 1.00 | 0.37 | 0.37 | 0.39 | 0.38 | 0.42 | 0.49 | 0.42 | 0.37 | 0.42 |
| BTZ | 0.15 | 0.56 | 0.31 | 0.37 | 1.00 | 0.48 | 0.49 | 0.36 | 0.35 | 0.39 | 0.38 | 0.40 | 0.38 |
| BIT | 0.25 | 0.39 | 0.31 | 0.37 | 0.48 | 1.00 | 0.56 | 0.45 | 0.39 | 0.48 | 0.43 | 0.45 | 0.43 |
| BLW | 0.27 | 0.39 | 0.35 | 0.39 | 0.49 | 0.56 | 1.00 | 0.44 | 0.40 | 0.46 | 0.44 | 0.44 | 0.41 |
| BCAT | 0.27 | 0.21 | 0.42 | 0.38 | 0.36 | 0.45 | 0.44 | 1.00 | 0.53 | 0.55 | 0.62 | 0.62 | 0.62 |
| BMEZ | 0.25 | 0.25 | 0.55 | 0.42 | 0.35 | 0.39 | 0.40 | 0.53 | 1.00 | 0.53 | 0.62 | 0.55 | 0.63 |
| BDJ | 0.45 | 0.25 | 0.48 | 0.49 | 0.39 | 0.48 | 0.46 | 0.55 | 0.53 | 1.00 | 0.57 | 0.60 | 0.57 |
| BIGZ | 0.25 | 0.24 | 0.45 | 0.42 | 0.38 | 0.43 | 0.44 | 0.62 | 0.62 | 0.57 | 1.00 | 0.71 | 0.74 |
| BST | 0.30 | 0.25 | 0.43 | 0.37 | 0.40 | 0.45 | 0.44 | 0.62 | 0.55 | 0.60 | 0.71 | 1.00 | 0.79 |
| BSTZ | 0.28 | 0.26 | 0.44 | 0.42 | 0.38 | 0.43 | 0.41 | 0.62 | 0.63 | 0.57 | 0.74 | 0.79 | 1.00 |