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 | -1.91% | -5.53% | -10.39% | -11.66% | -14.44% | -15.68% | -4.90% | -5.52% | -2.13% | -4.43% |
| Market-price total return | -1.91% | -4.51% | -7.53% | -6.06% | -6.27% | -4.94% | +6.15% | +4.52% | +6.82% | +1.46% |
| NAV return | -0.11% | -1.78% | -2.80% | -4.48% | -7.40% | -8.12% | -4.11% | -4.31% | -2.66% | -3.83% |
| NAV total return | -0.11% | -0.75% | +0.26% | +1.57% | +1.44% | +3.62% | +7.15% | +5.64% | +5.73% | +1.27% |
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% | 0.02% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.11% | 0.02% | as above |
| Volatility, 5 years | 0.12% | 0.03% | as above |
| Maximum drawdown, 3 years | -14.59% | -3.36% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.19 | 1.16 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.26 | 1.64 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.37 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.18 | — | 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 Debt Strategies Fund, Inc.. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.