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 | -0.45% | -4.13% | -10.52% | -13.10% | -14.70% | -16.05% | -8.23% | -9.92% | -4.05% | -4.20% |
| Market-price total return | -0.45% | -3.10% | -7.72% | -7.70% | -6.77% | -5.62% | +1.73% | -0.38% | +5.59% | +5.17% |
| NAV return | -0.08% | -2.63% | -5.34% | -7.70% | -9.49% | -10.07% | -3.20% | -6.84% | -3.99% | -2.99% |
| NAV total return | -0.08% | -1.69% | -2.62% | -2.39% | -1.66% | +0.35% | +7.20% | +2.97% | +5.25% | +5.94% |
Performance through Oct 14, 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 | 0.08% | 0.03% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.10% | 0.04% | as above |
| Volatility, 5 years | 0.12% | 0.05% | as above |
| Maximum drawdown, 3 years | -14.72% | -3.57% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | -0.16 | 0.79 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | -0.21 | 1.08 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.61 | — | AOR (60/40 allocation ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.57 | — | as above |
| Observations (3y) | 751 | — | 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 BlackRock Multi-Sector Income Trust. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.