Black Rock Income Strategy Trust

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 Every 3 months.

Based on dividend-adjusted daily data since Mar 29, 2021, Black Rock Income Strategy Trust's average daily return is +0.02%, while the average monthly return is +0.41%. At this rate, your investment would double in approximately 14.1 years.

Historically, 63% of months were positive and 37% were negative. The best month was Jan 2023 with a return of +9.4%, while the worst month was Sep 2022 at -11.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Black Rock Income Strategy Trust closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +6.0%, while the worst single day was Apr 4, 2025 at -5.6%.

Black Rock Income Strategy Trust has an annualized alpha of -2.69%, beta of 0.67, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since March 29, 2021.

• This portfolio participated in 96.54% of S&P 500 Index downside but only 71.29% of its upside — more exposed to losses than it benefited from rallies.
• This portfolio had an annualized alpha of -2.69% versus S&P 500 Index — delivering less than market exposure alone would predict.
• Beta of 0.67 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Black Rock Income Strategy Trust has an expense ratio of 0.07%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Black Rock Income Strategy Trust ranks 43 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Black Rock Income Strategy Trust Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 1.15
• 5-Year: 0.27
• All Time: 0.32

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.00 to 1.70, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Black Rock Income Strategy Trust compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Black Rock Income Strategy Trust provided a 11.26% dividend yield over the last twelve months.

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.

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 30.44%, occurring on Oct 14, 2022. Recovery took 569 trading sessions.

The current Black Rock Income Strategy Trust drawdown is 3.81%.

The chart below shows the rolling one-month volatility.