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BlackRock Debt Strategies Fund, Inc. (DSU)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US09255R2022
CUSIP
09255R202
Issuer
BlackRock
Inception Date
Nov 6, 1998
Category
Bank Loan
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BlackRock Debt Strategies Fund, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

BlackRock Debt Strategies Fund, Inc. (DSU) has returned -2.96% so far this year and 3.08% over the past 12 months. Over the last ten years, DSU has returned 8.10% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


BlackRock Debt Strategies Fund, Inc.

1D
1.91%
1M
-2.04%
YTD
-2.96%
6M
-4.26%
1Y
3.08%
3Y*
12.06%
5Y*
7.09%
10Y*
8.10%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 30, 1998, DSU's average daily return is +0.03%, while the average monthly return is +0.54%. At this rate, your investment would double in approximately 10.7 years.

Historically, 59% of months were positive and 41% were negative. The best month was Apr 2009 with a return of +24.4%, while the worst month was Feb 2009 at -32.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DSU closed higher 47% of trading days. The best single day was Oct 13, 2008 with a return of +31.1%, while the worst single day was Mar 18, 2020 at -25.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.27%-2.18%-2.04%-2.96%
20250.83%0.45%-1.51%-0.36%2.61%1.81%1.03%1.42%0.94%-1.79%0.67%-0.21%5.97%
20243.35%0.80%1.06%-2.55%3.55%-0.19%2.40%-0.45%2.57%-1.21%1.48%-0.02%11.13%
20237.42%1.33%-2.75%2.39%-2.13%5.60%4.11%2.01%1.48%-2.84%6.11%4.72%30.34%
2022-4.70%-4.41%-1.13%-2.21%-4.52%-4.26%6.71%0.08%-6.87%2.82%8.17%-5.14%-15.51%
20210.96%2.47%2.90%0.55%2.66%2.50%-2.54%4.52%0.52%2.27%-0.69%1.90%19.36%

Benchmark Metrics

BlackRock Debt Strategies Fund, Inc. has an annualized alpha of 3.15%, beta of 0.50, and R² of 0.19 versus S&P 500 Index. Calculated based on daily prices since March 31, 1998.

  • This fund participated in 68.23% of S&P 500 Index downside but only 61.83% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.50 may look defensive, but with R² of 0.19 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R² of 0.19 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
3.15%
Beta
0.50
0.19
Upside Capture
61.83%
Downside Capture
68.23%

Expense Ratio

DSU has a high expense ratio of 2.47%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

DSU ranks 10 for risk / return — in the bottom 10% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


DSU Risk / Return Rank: 1010
Overall Rank
DSU Sharpe Ratio Rank: 99
Sharpe Ratio Rank
DSU Sortino Ratio Rank: 88
Sortino Ratio Rank
DSU Omega Ratio Rank: 1010
Omega Ratio Rank
DSU Calmar Ratio Rank: 99
Calmar Ratio Rank
DSU Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for BlackRock Debt Strategies Fund, Inc. (DSU) and compare them to a chosen benchmark (S&P 500 Index).


DSUBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.23

0.90

-0.66

Sortino ratio

Return per unit of downside risk

0.39

1.39

-1.00

Omega ratio

Gain probability vs. loss probability

1.07

1.21

-0.14

Calmar ratio

Return relative to maximum drawdown

0.18

1.40

-1.22

Martin ratio

Return relative to average drawdown

1.01

6.61

-5.60

Explore DSU risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

BlackRock Debt Strategies Fund, Inc. provided a 12.35% dividend yield over the last twelve months, with an annual payout of $1.18 per share. The fund has been increasing its distributions for 3 consecutive years.


6.00%7.00%8.00%9.00%10.00%11.00%12.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.18$1.18$1.18$1.05$0.70$0.73$0.83$0.83$0.82$0.82$0.75$0.82

Dividend yield

12.35%11.64%11.01%9.70%7.56%6.21%7.96%7.43%8.41%6.98%6.60%8.07%

Monthly Dividends

The table displays the monthly dividend distributions for BlackRock Debt Strategies Fund, Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.10$0.10$0.10$0.30
2025$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.18
2024$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.18
2023$0.07$0.07$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.10$1.05
2022$0.00$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.07$0.07$0.07$0.70
2021$0.00$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.12$0.73

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the BlackRock Debt Strategies Fund, Inc.. 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 BlackRock Debt Strategies Fund, Inc. was 72.03%, occurring on Mar 9, 2009. Recovery took 846 trading sessions.

The current BlackRock Debt Strategies Fund, Inc. drawdown is 4.83%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-72.03%Feb 2, 2007528Mar 9, 2009846Jul 16, 20121374
-45.36%Feb 20, 202020Mar 18, 2020210Jan 15, 2021230
-41.18%Apr 16, 19981075Jul 25, 2002242Jul 11, 20031317
-24.23%Dec 29, 2021118Jun 16, 2022362Nov 24, 2023480
-18.04%Jan 22, 200476May 10, 2004102Oct 5, 2004178

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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