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 | -1.61% | -5.70% | -9.11% | -9.53% | -15.72% | -17.11% | -3.18% | -7.54% | -2.79% | -2.35% |
| Market-price total return | -1.61% | -4.82% | -6.62% | -4.50% | -8.78% | -8.06% | +6.51% | +1.37% | +5.53% | +5.89% |
| NAV return | -0.16% | -2.22% | -3.84% | -5.75% | -8.06% | -8.19% | -1.44% | -5.17% | -2.75% | -1.87% |
| NAV total return | -0.16% | -1.36% | -1.32% | -0.81% | -0.80% | +1.51% | +8.32% | +3.76% | +5.16% | +5.95% |
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 | 0.09% | 0.03% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.10% | 0.03% | as above |
| Volatility, 5 years | 0.12% | 0.05% | as above |
| Maximum drawdown, 3 years | -11.42% | -4.20% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.27 | 1.24 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.38 | 1.81 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.55 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.29 | — | 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 Ltd Duration 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.