PortfoliosLab logo

BlackRock Core Bond Trust (BHK)

Equity · Currency in USD · Last updated Aug 6, 2022

Company Info

ISINUS09249E1010
CUSIP09249E101
SectorFinancial Services
IndustryAsset Management

Trading Data

Previous Close$11.88
Year Range$10.45 - $16.17
EMA (50)$11.73
EMA (200)$13.03
Average Volume$219.82K
Market Capitalization$645.97M

BHKShare Price Chart


Chart placeholderClick Calculate to get results

BHKPerformance

The chart shows the growth of $10,000 invested in BlackRock Core Bond Trust in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $22,136 for a total return of roughly 121.36%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%MarchAprilMayJuneJulyAugust
-10.90%
-9.64%
BHK (BlackRock Core Bond Trust)
Benchmark (^GSPC)

BHKReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M3.17%8.19%
6M-12.29%-7.42%
YTD-25.18%-13.03%
1Y-24.34%-5.60%
5Y2.40%10.92%
10Y4.11%11.56%

BHKMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-13.42%-4.88%-3.08%-4.98%-3.13%-3.60%9.19%-3.26%
2021-1.23%-3.50%1.92%1.77%2.13%2.52%0.27%-0.70%1.87%-0.38%0.28%2.19%
20203.64%-1.28%-10.46%12.03%2.52%2.58%5.40%-2.12%0.04%-0.59%6.26%0.33%
20196.31%1.28%3.42%0.26%2.36%3.34%0.93%3.47%-0.34%0.70%0.43%1.52%
2018-3.56%-1.95%-0.34%-1.11%0.58%-0.58%0.43%1.30%-0.04%-2.93%-1.42%1.90%
20171.38%1.63%0.58%3.04%1.21%1.13%1.13%1.40%0.18%1.18%-0.53%1.08%
20161.03%2.05%3.88%1.51%-0.07%4.48%2.55%0.95%-0.37%-3.84%-5.27%2.51%
20154.85%0.12%0.85%0.55%-3.00%-4.39%1.22%-0.35%2.91%0.87%-1.31%0.48%
20141.32%3.11%1.02%0.94%3.31%1.27%-2.91%1.75%-1.44%1.92%0.20%0.17%
20133.09%-1.95%-1.18%1.92%-6.77%-4.75%-1.10%-2.68%4.63%1.51%-2.56%2.52%
20122.74%2.65%-2.50%1.42%1.20%3.96%4.23%3.10%1.19%2.08%-1.27%-2.59%
2011-2.00%0.63%-1.09%3.04%3.45%-1.13%-1.09%3.47%2.72%0.82%1.89%3.51%
20101.36%2.36%0.87%2.10%0.85%6.18%1.88%5.09%-0.46%-0.62%-3.34%-3.05%

BHKSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current BlackRock Core Bond Trust Sharpe ratio is -1.39. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-2.00-1.50-1.00-0.500.000.501.001.50MarchAprilMayJuneJulyAugust
-1.39
-0.27
BHK (BlackRock Core Bond Trust)
Benchmark (^GSPC)

BHKDividend History

BlackRock Core Bond Trust granted a 8.50% dividend yield in the last twelve months. The annual payout for that period amounted to $1.01 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$1.01$0.96$0.83$0.76$0.78$0.78$0.81$0.89$1.07$0.88$0.90$0.79$0.85

Dividend yield

8.50%6.07%5.60%6.02%7.84%7.25%8.60%10.30%12.69%11.65%10.93%11.29%14.02%

BHKDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-26.55%
-13.58%
BHK (BlackRock Core Bond Trust)
Benchmark (^GSPC)

BHKWorst Drawdowns

The table below shows the maximum drawdowns of the BlackRock Core Bond Trust. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the BlackRock Core Bond Trust is 35.38%, recorded on Jun 16, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.38%Sep 16, 2021189Jun 16, 2022
-23.65%Feb 25, 202018Mar 19, 202057Jun 10, 202075
-19.47%Nov 13, 2012195Aug 22, 2013357Jan 23, 2015552
-12.11%Sep 29, 201055Dec 15, 2010191Sep 19, 2011246
-10.17%Sep 2, 201651Nov 14, 2016127May 18, 2017178
-9.78%Jan 9, 2018221Nov 21, 201871Mar 8, 2019292
-9.08%Apr 27, 201545Jun 29, 2015175Mar 9, 2016220
-8.59%Jan 26, 202139Mar 22, 202162Jun 18, 2021101
-6.31%Mar 2, 201213Mar 20, 201251Jun 1, 201264
-4.43%Sep 27, 201216Oct 18, 20129Nov 2, 201225

BHKVolatility Chart

Current BlackRock Core Bond Trust volatility is 19.28%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%MarchAprilMayJuneJulyAugust
19.28%
19.67%
BHK (BlackRock Core Bond Trust)
Benchmark (^GSPC)