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BlackRock Credit Allocation Income Trust (BTZ)

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

Company Info

ISINUS0925081004
CUSIP092508100
SectorFinancial Services
IndustryAsset Management

Trading Data

Previous Close$11.35
Year Range$10.22 - $14.66
EMA (50)$11.14
EMA (200)$12.29
Average Volume$298.70K
Market Capitalization$1.06B

BTZShare Price Chart


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BTZPerformance

The chart shows the growth of $10,000 invested in BlackRock Credit Allocation Income Trust in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $24,344 for a total return of roughly 143.44%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%MarchAprilMayJuneJulyAugust
-13.32%
-9.64%
BTZ (BlackRock Credit Allocation Income Trust)
Benchmark (^GSPC)

BTZReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M4.93%8.19%
6M-13.32%-7.42%
YTD-20.74%-13.03%
1Y-21.59%-5.60%
5Y3.47%10.92%
10Y5.24%11.56%

BTZMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-8.63%-5.11%-1.82%-7.81%1.11%-4.89%7.99%-2.74%
20211.50%-3.15%2.67%1.40%2.54%3.89%-0.50%-0.11%-0.64%1.09%-1.62%1.46%
20202.86%-4.18%-14.27%12.58%4.43%-1.83%7.94%-0.83%2.48%-2.30%8.16%0.19%
20197.33%1.73%2.79%2.72%-0.34%3.72%3.58%3.17%-0.34%0.07%0.91%4.13%
2018-2.63%-1.56%0.29%-0.50%-0.74%-1.89%1.22%2.45%-0.68%-3.70%0.14%-3.06%
20170.62%2.08%-0.13%2.45%0.91%0.45%0.83%0.23%1.42%-1.05%-0.39%1.63%
2016-0.73%-2.19%5.86%1.73%1.55%2.48%2.51%3.68%-1.86%-3.07%-3.19%5.85%
20154.33%-0.15%1.21%1.20%-1.92%-3.41%-1.19%-1.54%0.66%3.63%-2.32%2.82%
2014-1.00%5.06%0.75%1.78%1.33%0.37%-1.61%1.50%-1.32%2.34%0.45%-3.27%
20132.48%0.56%0.06%3.57%-4.61%-4.55%-1.24%-1.75%5.49%0.10%-1.93%4.62%
20126.01%2.94%-0.24%2.06%-0.47%1.59%4.76%0.21%3.72%0.91%0.32%-1.94%
20110.25%1.41%-0.33%2.56%2.59%-0.25%-0.74%-1.46%-4.58%5.93%0.47%2.04%
20101.23%4.63%2.86%4.11%-2.23%-1.39%5.13%6.02%0.37%-0.32%-1.41%-4.00%

BTZSharpe 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 Credit Allocation Income Trust Sharpe ratio is -1.45. 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
-1.45
-0.27
BTZ (BlackRock Credit Allocation Income Trust)
Benchmark (^GSPC)

BTZDividend History

BlackRock Credit Allocation Income Trust granted a 8.87% dividend yield in the last twelve months. The annual payout for that period amounted to $1.01 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$1.01$1.01$1.01$0.86$0.80$0.83$0.89$0.97$0.97$0.95$0.98$0.86$1.01

Dividend yield

8.87%7.04%7.65%7.37%9.22%8.56%10.06%12.25%12.62%13.20%13.87%14.82%18.76%

BTZDrawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-22.71%
-13.58%
BTZ (BlackRock Credit Allocation Income Trust)
Benchmark (^GSPC)

BTZWorst Drawdowns

The table below shows the maximum drawdowns of the BlackRock Credit Allocation Income 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 Credit Allocation Income Trust is 35.32%, recorded on Mar 23, 2020. It took 92 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.32%Feb 10, 202030Mar 23, 202092Aug 3, 2020122
-30.4%Jul 14, 2021234Jun 16, 2022
-13.35%May 9, 201371Aug 19, 2013134Mar 3, 2014205
-12.11%Oct 5, 2017306Dec 24, 201861Mar 25, 2019367
-10.24%Sep 9, 201069Dec 15, 2010121Jun 9, 2011190
-9.76%Sep 1, 201652Nov 14, 201671Feb 28, 2017123
-9.71%Apr 29, 2015160Dec 14, 201582Apr 13, 2016242
-9.68%Jul 13, 201159Oct 4, 201156Dec 22, 2011115
-7.87%May 4, 201023Jun 4, 201035Jul 26, 201058
-6.02%Feb 12, 202124Mar 18, 202134May 6, 202158

BTZVolatility Chart

Current BlackRock Credit Allocation Income Trust volatility is 18.27%. 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
18.27%
19.67%
BTZ (BlackRock Credit Allocation Income Trust)
Benchmark (^GSPC)