BlackRock Limited Duration Income Trust

10-Year Study

BLW.US · Financial Services · US · Common Stock

Executive Summary: BlackRock Limited Duration Income Trust has compounded at 6.5% annually over the last 10 years, with a maximum drawdown of 24.6% and an annualized volatility of 26.4%.

1Y CAGR
-2.1%
3Y CAGR
+9.8%
5Y CAGR
+2.7%
10Y CAGR
+6.5%

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 →
24.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.28
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +31.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -15.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.80.2-7.81.3————————-5.7%
20252.40.00.1-1.31.82.20.41.2-0.40.11.1-0.67.1%
20240.91.10.7-3.93.72.22.03.21.0-0.51.1-0.611.1%
20237.4-3.0-1.50.1-2.32.83.9-0.0-1.5-1.55.76.917.3%
2022-8.7-5.5-0.0-1.7-0.9-7.47.31.8-10.44.29.0-2.7-15.9%
2021-1.61.66.61.42.2-0.21.91.3-1.01.8-0.7-0.213.5%
2020-0.1-8.6-14.56.06.10.36.32.2-0.9-2.211.91.45.4%
20197.14.2-0.41.50.31.82.41.61.72.9-0.04.531.1%
2018-0.5-3.0-0.60.30.0-0.11.11.3-0.6-3.4-1.1-3.8-10.2%
20174.41.4-2.01.50.60.91.21.11.30.1-0.40.911.6%
2016———1.72.30.84.31.3-0.9-2.20.93.011.7%

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 26.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 55.6% of variance. Idiosyncratic stock-specific factors contribute 3.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110174.655185552085
2016-05-0110412.558104092053
2016-06-0110499.73329269222
2016-07-0110950.39244075288
2016-08-0111096.243237064697
2016-09-0110995.808885163455
2016-10-0110758.515583326984
2016-11-0110850.110493027509
2016-12-0111174.731387640022
2017-01-0111668.368513297264
2017-02-0111836.165510935
2017-03-0111597.043358988038
2017-04-0111766.364398384516
2017-05-0111839.213594452489
2017-06-0111950.62104701669
2017-07-0112095.100205745639
2017-08-0112233.330793263734
2017-09-0112387.106606721025
2017-10-0112402.042215956719
2017-11-0112356.320963194392
2017-12-0112465.747161472225
2018-01-0112403.109045187837
2018-02-0112026.670730778023
2018-03-0111955.193172292922
2018-04-0111994.51344966852
2018-05-0111994.665853844397
2018-06-0111978.663415377581
2018-07-0112107.90215651909
2018-08-0112262.7447992075
2018-09-0112188.98117808428
2018-10-0111770.784119484873
2018-11-0111637.735273946506
2018-12-0111196.525184790062
2019-01-0111992.07498285453
2019-02-0112496.380400822984
2019-03-0112446.087022784424
2019-04-0112632.172521527093
2019-05-0112675.302903299553
2019-06-0112907.566867332165
2019-07-0113217.861769412482
2019-08-0113426.045873656938
2019-09-0113660.748304503542
2019-10-0114055.017907490668
2019-11-0114053.036653204299
2019-12-0114680.48464527928
2020-01-0114671.49279890269
2020-02-0113407.757372552007
2020-03-0111460.641621580431
2020-04-0112149.508496532806
2020-05-0112895.831745789836
2020-06-0112931.037110416826
2020-07-0113750.971576621201
2020-08-0114057.913586832281
2020-09-0113931.265716680638
2020-10-0113622.190048007316
2020-11-0115246.361350300998
2020-12-0115466.890192791283
2021-01-0115214.204069191495
2021-02-0115454.240646193706
2021-03-0116473.672178617697
2021-04-0116698.01112550484
2021-05-0117065.914806065688
2021-06-0117033.45271660444
2021-07-0117352.434656709593
2021-08-0117573.725520079253
2021-09-0117398.155909471923
2021-10-0117702.811857044886
2021-11-0117587.594300083823
2021-12-0117556.199039853695
2022-01-0116024.537072315783
2022-02-0115145.012573344511
2022-03-0115144.555360816885
2022-04-0114888.973557875484
2022-05-0114752.114607940259
2022-06-0113655.10934999619
2022-07-0114653.661510325384
2022-08-0114911.224567553152
2022-09-0113354.111102644212
2022-10-0113916.939724148442
2022-11-0115165.891945439307
2022-12-0114759.582412558106
2023-01-0115844.700144783967
2023-02-0115362.493332317306
2023-03-0115134.344281033304
2023-04-0115142.878914882269
2023-05-0114788.234397622497
2023-06-0115209.479539739388
2023-07-0115800.807742132134
2023-08-0115798.978892021642
2023-09-0115554.217785567325
2023-10-0115320.734588127716
2023-11-0116186.390307094414
2023-12-0117310.21869999238
2024-01-0117458.050750590566
2024-02-0117658.614646041304
2024-03-0117781.147603444333
2024-04-0117079.021565190887
2024-05-0117716.22342452183
2024-06-0118112.931494322947
2024-07-0118466.509182351598
2024-08-0119050.06477177475
2024-09-0119238.436333155532
2024-10-0119135.868322792045
2024-11-0119343.442810333006
2024-12-0119224.56755315096
2025-01-0119680.713251543093
2025-02-0119684.828164291703
2025-03-0119704.488302979502
2025-04-0119451.95458355559
2025-05-0119807.056313342986
2025-06-0120252.38131524804
2025-07-0120328.888211537
2025-08-0120564.65747161472
2025-09-0120481.139983235542
2025-10-0120500.80012192334
2025-11-0120727.882343976227
2025-12-0120598.79600701059
2026-01-0120768.87906728644
2026-02-0120818.410424445632
2026-03-0119187.68574258935
2026-04-0119431.532423988418
Annual Return Matrix
YearAnnual Return
20170.11552991557901326
2018-0.1018167591754896
20190.31116434813383065
20200.05356809168864074
20210.1350826715014879
2022-0.1592951082946309
20230.1728122257215139
20240.11059067977918846
20250.07148293193385236
2026-0.05666659267973273
Total Factor Risk
0.2642627090112641
VTI.US Exposure
0.4101339151111521
VEA.US Exposure
0.0549680130188174
VWO.US Exposure
-0.005695100508811736
QQQ.US Exposure
-0.0722102627818007
VTV.US Exposure
-0.04882857150111125
IJR.US Exposure
-0.015448961841422066
QUAL.US Exposure
0.04592036731629244
SHV.US Exposure
0.5558320870092095
TLT.US Exposure
0.003721211405361479
LQD.US Exposure
-0.011438913012529486
HYG.US Exposure
0.026654290419227362
GLD.US Exposure
-0.0037034846842490705
USO.US Exposure
0.0007588704905746239
VNQ.US Exposure
0.014359726285233085
BTC-USD.CC Exposure
-0.005290213104510985
CPER.US Exposure
0.004564824301892694
VIX.INDX Exposure
-0.007269014414743059
UUP.US Exposure
-0.004177773064890866
TIP.US Exposure
0.02368000284102572
Idiosyncratic Exposure
0.03346898671528268
Value Score
45.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.4%

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 →10.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →10.78%
Market Cap$489.3M
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
$517
Avg Yield on Cost
5.17%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$516.655.17%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 →
-3.0%
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 →
-4.7%
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 →
7.7% 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 →
0.62
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BlackRock Limited Duration Income Trust a high-risk investment?

BlackRock Limited Duration Income Trust (BLW.US) has an annualized volatility of 26.4% and experienced a maximum drawdown of 24.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BLW.US has generated a Compound Annual Growth Rate (CAGR) of 6.5%. It has had a positive return in 70% 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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