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 | -0.21% | -3.41% | -8.88% | -11.05% | -13.76% | -15.86% | -1.12% | -9.19% | -3.22% | -4.85% |
| Market-price total return | -0.21% | -2.57% | -6.56% | -6.51% | -7.15% | -7.30% | +8.45% | -0.46% | +4.78% | +3.53% |
| NAV return | +0.10% | -2.25% | -4.67% | -6.97% | -8.28% | -9.08% | -0.82% | -7.43% | -3.36% | -4.15% |
| NAV total return | +0.10% | -1.48% | -2.41% | -2.57% | -1.77% | -0.45% | +8.19% | +0.86% | +4.00% | +3.47% |
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 | 0.10% | 0.04% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.10% | 0.05% | as above |
| Volatility, 5 years | 0.13% | 0.07% | as above |
| Maximum drawdown, 3 years | -9.29% | -4.12% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.44 | 0.85 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.63 | 1.26 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 1.01 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.50 | — | 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 Credit Allocation 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.