Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years (ann.) | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | +0.09% | -1.07% | -2.21% | -1.77% | -6.03% | -6.74% | +0.67% | -4.55% | -2.84% | -4.12% |
| Market-price total return | +0.09% | -0.42% | -0.22% | +2.31% | -0.77% | +1.10% | +10.05% | +4.09% | +6.04% | +4.33% |
| NAV return | -0.34% | -1.77% | -1.52% | -2.51% | -6.43% | -7.32% | -2.27% | -4.56% | -3.57% | -3.45% |
| NAV total return | -0.34% | -1.16% | +0.38% | +1.35% | -1.45% | +0.06% | +6.27% | +3.37% | +4.48% | +4.32% |
Performance through Oct 15, 2026. Price and NAV returns are simple changes; total returns reinvest each distribution at the series value on its ex-date (first observation on/after). Periods of one year or less are cumulative; longer periods are annualised. Series are built from unadjusted prices plus the distribution record so no distribution is counted twice. Corporate actions: the vendor price series is split-adjusted; rights offerings and mergers are not restated — check Corporate Actions.
Growth of $10,000, five years
Risk statistics
| Statistic | Market price | NAV | Specification |
|---|---|---|---|
| Volatility, 1 year | 0.07% | 0.03% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.10% | 0.03% | as above |
| Volatility, 5 years | 0.11% | 0.04% | as above |
| Maximum drawdown, 3 years | -12.77% | -5.71% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.58 | 0.53 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.81 | 0.69 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.56 | — | AOR (60/40 allocation ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.54 | — | as above |
| Observations (3y) | 752 | — | minimum 60; rankings require 500 |
Market-price and NAV volatility are different quantities and are never mixed. NAV volatility for funds holding stale-marked or illiquid assets can understate economic risk.
CEF Explorer research page for Blackstone Strategic Credit 2027 Term Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.