BlackRock Capital Allocation Trust

10-Year Study

BCAT.US · Financial Services · US · Common Stock

Executive Summary: BlackRock Capital Allocation Trust has compounded at 6.2% annually over the last 10 years, with a maximum drawdown of 33.0% and an annualized volatility of 21.5%.

1Y CAGR
+17.1%
3Y CAGR
+17.6%
5Y CAGR
+5.5%
10Y CAGR
+6.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
33.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.36
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +19.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -22.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.75.1-6.93.5————————7.0%
20253.91.2-4.42.45.03.60.22.70.21.3-0.50.416.8%
20243.32.48.0-6.88.01.11.73.00.9-1.64.4-5.419.4%
20239.7-1.02.90.7-1.54.11.6-2.2-2.0-2.76.72.019.3%
2022-5.3-5.8-2.9-5.42.5-6.85.1-3.3-6.76.23.0-4.8-22.6%
20211.4-0.9-4.86.7-1.73.20.70.8-7.80.2-5.83.7-5.2%
2020—————————-3.37.42.96.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 21.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 62.9% of variance. Idiosyncratic stock-specific factors contribute 8.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-09-0110000
2020-10-019667.614341048293
2020-11-0110386.097807628461
2020-12-0110688.90839359652
2021-01-0110843.271193878914
2021-02-0110743.288366501938
2021-03-0110222.671678528497
2021-04-0110902.80295369116
2021-05-0110712.759258905913
2021-06-0111056.784140128604
2021-07-0111138.544906409204
2021-08-0111227.174721898911
2021-09-0110353.46982388521
2021-10-0110377.893109962031
2021-11-019774.466217634375
2021-12-0110131.275162662903
2022-01-019599.210059340954
2022-02-019044.820546089413
2022-03-018779.694327310195
2022-04-018302.963231506039
2022-05-018506.649621248258
2022-06-017928.981663454751
2022-07-018335.114197943101
2022-08-018061.306264191265
2022-09-017522.372111660212
2022-10-017992.234158255262
2022-11-018229.884180198058
2022-12-017837.203533744205
2023-01-018597.950733652617
2023-02-018515.617546604592
2023-03-018765.383808124558
2023-04-018829.971951382397
2023-05-018699.841630254346
2023-06-019058.367837585147
2023-07-019206.14779904215
2023-08-019006.75456505562
2023-09-018830.353565227348
2023-10-018595.756454044153
2023-11-019173.901429143849
2023-12-019353.069129348012
2024-01-019660.554484916713
2024-02-019893.243526875154
2024-03-0110685.66467591444
2024-04-019963.365070884773
2024-05-0110761.2242172146
2024-06-0110881.432578373944
2024-07-0111064.034803182658
2024-08-0111397.85151405293
2024-09-0111498.979182964758
2024-10-0111318.666641225745
2024-11-0111811.234711595338
2024-12-0111168.97861054399
2025-01-0111604.590814554751
2025-02-0111742.448816043045
2025-03-0111230.036825736039
2025-04-0111499.933217577134
2025-05-0112072.544791925051
2025-06-0112504.72247133126
2025-07-0112532.771088935106
2025-08-0112873.170638630769
2025-09-0112895.304241637888
2025-10-0113061.210860730029
2025-11-0112995.573279398577
2025-12-0113042.130168482514
2026-01-0113782.55643114732
2026-02-0114482.245415863688
2026-03-0113480.509072869165
2026-04-0113957.526379057033
Annual Return Matrix
YearAnnual Return
2021-0.05216933389266243
2022-0.2264346384918169
20230.19341919462433643
20240.1941511878168447
20250.1677101929598277
20260.07018763029881869
Total Factor Risk
0.2150026836004293
VTI.US Exposure
-0.06571417549811374
VEA.US Exposure
0.13994631212702066
VWO.US Exposure
-0.0011811832592263387
QQQ.US Exposure
0.1032285410482128
VTV.US Exposure
-0.005488242244744368
IJR.US Exposure
0.015525585997690187
QUAL.US Exposure
0.035148964771505226
SHV.US Exposure
0.6289339122681558
TLT.US Exposure
-0.0035549276228480126
LQD.US Exposure
-0.025801493719045356
HYG.US Exposure
0.0690666720878355
GLD.US Exposure
-0.002986054506861888
USO.US Exposure
-0.0007786540205440823
VNQ.US Exposure
0.036017553381220146
BTC-USD.CC Exposure
0.007411601786740107
CPER.US Exposure
-0.010598319607700893
VIX.INDX Exposure
-0.013133078866630942
UUP.US Exposure
-0.008244776136899263
TIP.US Exposure
0.016125738162993855
Idiosyncratic Exposure
0.08607602385124065
Value Score
47.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
21.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →6.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$1.5B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$744
Avg Yield on Cost
7.44%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$744.157.44%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
4.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BlackRock Capital Allocation Trust a high-risk investment?

BlackRock Capital Allocation Trust (BCAT.US) has an annualized volatility of 21.5% and experienced a maximum drawdown of 33.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BCAT.US?

Over the past 10 years, BCAT.US has generated a Compound Annual Growth Rate (CAGR) of 6.2%. It has had a positive return in 67% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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