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FRA vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FRA and ^GSPC is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

FRA vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Floating Rate Income Strategies Fund Inc (FRA) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

FRA:

4.88%

^GSPC:

19.37%

Max Drawdown

FRA:

-0.24%

^GSPC:

-56.78%

Current Drawdown

FRA:

0.00%

^GSPC:

-7.88%

Returns By Period


FRA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC

YTD

-3.77%

1M

5.53%

6M

-5.60%

1Y

8.37%

5Y*

14.61%

10Y*

10.35%

*Annualized

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Risk-Adjusted Performance

FRA vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FRA
The Risk-Adjusted Performance Rank of FRA is 5252
Overall Rank
The Sharpe Ratio Rank of FRA is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FRA is 4949
Sortino Ratio Rank
The Omega Ratio Rank of FRA is 5656
Omega Ratio Rank
The Calmar Ratio Rank of FRA is 5555
Calmar Ratio Rank
The Martin Ratio Rank of FRA is 4747
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6868
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6565
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FRA vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Floating Rate Income Strategies Fund Inc (FRA) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.



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Drawdowns

FRA vs. ^GSPC - Drawdown Comparison

The maximum FRA drawdown since its inception was -0.24%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FRA and ^GSPC. For additional features, visit the drawdowns tool.


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Volatility

FRA vs. ^GSPC - Volatility Comparison


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