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BlackRock Income Trust (BKT) Sharpe Ratio: 0.07

Mutual Fund · Currency in USD · Last updated Jun 25, 2026

The BlackRock Income Trust, Inc. manages a portfolio focusing on high-quality securities for capital preservation and generating monthly income, with a primary investment in mortgage-backed securities and a large portion in top-rated government or agency-backed securities.

BKT's Sharpe Ratio of 0.07 indicates that for each unit of volatility, it generates 0.07 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 25, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

BKT Sharpe Ratio Rank

BKT Sharpe Ratio Rank: 3.43
Concerning

BKT ranks above 3.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

BKT Sharpe Ratio Market Positioning

The chart shows BKT's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.19 or lower
  • Yellow zone (middle 50%): 1.19 to 2.14
  • Green zone (top 25%): 2.14 or higher
  • Top 1%: 4.04+
  • Median: 1.75 — half of all investments score higher

How it compares to other similar mutual funds

The table compares BKT's Sharpe Ratio with other similar investments across multiple time periods.

Data shows available time periods plus all-time averages, as of Jun 25, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
CREMXRedwood Real Estate Income Fund17.85
SRRIXStone Ridge Reinsurance Risk Premium Interval Fund14.22
CBYYXVictory Pioneer Cat Bond Fund Class Y9.10
CCLFXCliffwater Corporate Lending Fund8.41
XILSXPioneer ILS Interval Fund8.03
ARBIXAbsolute Convertible Arbitrage Fund Institutional Shares7.89
PPFIXPrinceton Premium Fund7.32
VUSFXVanguard Ultra-Short-Term Bond Fund Admiral Shares7.16
NUSIXNavigator Ultra Short Term Bond Fund6.91
RCRIXRiverPark Floating Rate CMBS Fund6.62
BKTBlackRock Income Trust0.07

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows BKT's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when BKT consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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