Blackrock Multi Sector Income Closed Fund

10-Year Study

BIT.US · Financial Services · US · Common Stock

Executive Summary: Blackrock Multi Sector Income Closed Fund has compounded at 6.7% annually over the last 10 years, with a maximum drawdown of 27.4% and an annualized volatility of 17.0%.

1Y CAGR
-3.6%
3Y CAGR
+5.5%
5Y CAGR
+1.2%
10Y CAGR
+6.7%

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 →
27.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.27
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.31
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +19.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -14.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.3-0.5-4.11.4————————-1.0%
20252.00.3-0.6-2.02.13.51.4-5.9-1.4-0.20.9-0.4-0.7%
20243.61.43.2-2.9-2.9-0.32.32.42.0-1.7-0.50.67.2%
20236.80.9-2.41.8-2.01.24.90.1-1.7-1.87.60.616.5%
2022-7.7-2.52.4-3.4-4.7-4.19.55.8-11.52.24.1-3.9-14.6%
2021-1.82.73.33.62.4-0.5-0.21.51.01.7-3.31.311.8%
20200.2-3.3-21.612.35.43.76.16.6-1.0-0.19.05.019.4%
20198.31.4-0.33.3-2.06.00.1-1.72.00.70.8-4.414.3%
2018-2.2-1.7-2.51.62.00.22.62.0-3.5-3.3-0.5-2.9-8.2%
20174.22.7-0.54.50.71.42.60.12.3-0.2-2.63.119.7%
2016———2.93.00.94.71.00.4-1.2-3.16.015.1%

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 17.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 81.0% of variance. Idiosyncratic stock-specific factors contribute 15.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110288.86094886445
2016-05-0110597.934206547514
2016-06-0110689.287476326135
2016-07-0111188.547419349707
2016-08-0111295.97504496045
2016-09-0111345.630480798307
2016-10-0111214.80750561011
2016-11-0110862.12658953098
2016-12-0111509.397927840466
2017-01-0111991.310298728376
2017-02-0112311.842503143253
2017-03-0112252.637945028886
2017-04-0112809.351773749464
2017-05-0112899.113523148666
2017-06-0113081.820062705901
2017-07-0113418.426622952908
2017-08-0113438.320627695639
2017-09-0113749.62201390989
2017-10-0113723.202775611542
2017-11-0113370.681011570354
2017-12-0113779.06514092913
2018-01-0113475.40305253609
2018-02-0113242.245316951283
2018-03-0112913.755510639316
2018-04-0113124.472808874316
2018-05-0113384.049782757467
2018-06-0113408.718348638455
2018-07-0113751.213534289305
2018-08-0114023.84097528369
2018-09-0113539.223019750769
2018-10-0113092.483249248007
2018-11-0113020.864832174177
2018-12-0112644.311110403769
2019-01-0113698.05675361673
2019-02-0113884.742094122515
2019-03-0113845.43154075088
2019-04-0114308.563971161651
2019-05-0114025.591647701049
2019-06-0114860.662390781916
2019-07-0114872.280489551667
2019-08-0114617.796380882657
2019-09-0114905.861569557399
2019-10-0115002.944312701924
2019-11-0115117.056323906228
2019-12-0114446.38963601929
2020-01-0114473.286330431461
2020-02-0113992.328871771204
2020-03-0110970.349975331435
2020-04-0112316.298760205624
2020-05-0112975.665653398693
2020-06-0113450.257030541277
2020-07-0114275.301195231805
2020-08-0115217.16295577165
2020-09-0115072.49375328251
2020-10-0115059.761590247164
2020-11-0116421.466426877596
2020-12-0117243.964158961055
2021-01-0116939.188006302422
2021-02-0117390.70233794344
2021-03-0117956.16952875082
2021-04-0118605.987299667373
2021-05-0119051.294701828658
2021-06-0118959.941432050036
2021-07-0118919.039358298982
2021-08-0119193.735775786612
2021-09-0119377.3972275715
2021-10-0119699.361800327853
2021-11-0119040.790667324498
2021-12-0119280.951092578744
2022-01-0117803.542724364586
2022-02-0117366.033772062452
2022-03-0117780.943134976842
2022-04-0117174.096414304586
2022-05-0116373.402511419159
2022-06-0115705.441408177232
2022-07-0117194.149571085258
2022-08-0118194.579281587703
2022-09-0116104.117263221558
2022-10-0116453.61513854185
2022-11-0117126.669106997917
2022-12-0116465.71069342543
2023-01-0117592.029665939874
2023-02-0117756.27456909586
2023-03-0117322.426113666388
2023-04-0117632.93173969093
2023-05-0117283.593016408577
2023-06-0117490.331513695033
2023-07-0118349.11591042923
2023-08-0118363.439593844
2023-09-0118052.774815781515
2023-10-0117725.239921697197
2023-11-0119066.573297471074
2023-12-0119179.093788295962
2024-01-0119873.792433912116
2024-02-0120147.53393917209
2024-03-0120786.84767558449
2024-04-0120183.820603822835
2024-05-0119598.618560310664
2024-06-0119544.82517148632
2024-07-0119989.814269571725
2024-08-0120467.588687473148
2024-09-0120879.633313704584
2024-10-0120522.814444638963
2024-11-0120426.209157608268
2024-12-0120551.93926758232
2025-01-0120963.18813362405
2025-02-0121020.64201932106
2025-03-0120892.842932853757
2025-04-0120467.429535435203
2025-05-0120888.864131905208
2025-06-0121611.732688237076
2025-07-0121910.301911415976
2025-08-0120614.80432256935
2025-09-0120331.19539095698
2025-10-0120292.99890185094
2025-11-0120485.413715722632
2025-12-0120399.312463196093
2026-01-0120875.495360718094
2026-02-0120769.340951410883
2026-03-0119925.8351503191
2026-04-0120196.393614820237
Annual Return Matrix
YearAnnual Return
20170.1972012113334347
2018-0.08235348471898174
20190.14252089416977132
20200.19365215762743593
20210.11812753232609441
2022-0.14601149007825143
20230.1647899167786273
20240.07158031002091136
2025-0.007426394288103766
2026-0.009947337624341857
Total Factor Risk
0.17042137417629505
VTI.US Exposure
0.8098118539581648
VEA.US Exposure
0.14212175349163275
VWO.US Exposure
-0.027675876532309945
QQQ.US Exposure
-0.16569703475499595
VTV.US Exposure
-0.11852943941062195
IJR.US Exposure
-0.05492360256852441
QUAL.US Exposure
-0.04199717558549221
SHV.US Exposure
0.017844542126438177
TLT.US Exposure
-0.022906979850703852
LQD.US Exposure
0.1377113213349437
HYG.US Exposure
0.07726512656326427
GLD.US Exposure
-0.0012609207263474997
USO.US Exposure
-0.0012230391741320905
VNQ.US Exposure
0.09888124714377307
BTC-USD.CC Exposure
-0.004756918699223064
CPER.US Exposure
0.0412736181340951
VIX.INDX Exposure
-0.028973327369147085
UUP.US Exposure
-0.004389084783637211
TIP.US Exposure
-0.00260640790807816
Idiosyncratic Exposure
0.15003034461090153
Value Score
45.3
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
17.0%

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 →11.8x
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$714.4M
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
$592
Avg Yield on Cost
5.92%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$592.055.92%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 →
-0.9%
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 →
-2.3%
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 →
9.1% 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 Multi Sector Income Closed Fund a high-risk investment?

Blackrock Multi Sector Income Closed Fund (BIT.US) has an annualized volatility of 17.0% and experienced a maximum drawdown of 27.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BIT.US has generated a Compound Annual Growth Rate (CAGR) of 6.7%. It has had a positive return in 60% 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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