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 | -1.45% | -5.22% | -6.70% | -8.30% | -13.75% | -20.81% | -6.39% | -5.90% | -2.91% | -2.78% |
| Market-price total return | -1.45% | -4.12% | -3.46% | -1.86% | -4.64% | -9.75% | +5.12% | +4.36% | +5.60% | +5.27% |
| NAV return | -0.18% | -1.76% | -2.53% | -4.20% | -7.61% | -8.59% | -5.15% | -4.43% | -2.80% | -2.31% |
| NAV total return | -0.18% | -0.68% | +0.71% | +2.22% | +1.72% | +3.76% | +6.49% | +5.70% | +5.26% | +5.08% |
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 | 0.11% | 0.02% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.12% | 0.02% | as above |
| Volatility, 5 years | 0.13% | 0.03% | as above |
| Maximum drawdown, 3 years | -18.77% | -3.49% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.11 | 0.90 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.14 | 1.24 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.33 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.14 | — | 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 Floating Rate Income 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.