BlackRock Health Sciences Trust

10-Year Study

BME.US · Financial Services · US · Common Stock

Executive Summary: BlackRock Health Sciences Trust has compounded at 7.2% annually over the last 10 years, with a maximum drawdown of 16.6% and an annualized volatility of 11.6%.

1Y CAGR
+19.2%
3Y CAGR
+6.8%
5Y CAGR
+2.6%
10Y CAGR
+7.2%

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 →
16.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.30
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.50
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +24.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -4.6%
% 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.
20262.42.4-9.63.0————————-2.3%
20258.6-0.8-3.5-1.9-3.92.3-1.84.12.13.89.0-0.317.9%
20243.01.8-0.9-4.92.43.01.23.7-0.6-4.30.5-4.3-0.1%
20230.4-3.10.23.1-6.52.3-1.00.4-1.5-7.17.05.7-1.1%
2022-6.6-3.85.9-4.31.5-2.63.9-5.3-5.59.95.4-1.6-4.6%
20211.0-4.11.64.30.11.80.9-0.1-1.41.2-3.15.27.2%
2020-2.8-8.5-3.212.06.4-3.65.32.0-0.8-2.311.33.518.6%
20199.41.6-0.3-3.4-4.98.00.9-2.41.42.77.12.524.0%
2018-0.2-2.50.20.65.65.54.24.62.7-10.29.5-11.56.4%
20174.93.91.71.70.55.40.8-1.61.9-0.71.41.123.1%
2016———3.94.4-5.91.9-3.1-0.6-4.24.7-4.6-4.0%

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 11.6%. The dominant macroeconomic risk driver is VTV.US, accounting for 32.5% of variance. Idiosyncratic stock-specific factors contribute 32.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110388.550719920142
2016-05-0110849.90722958237
2016-06-0110212.286926423834
2016-07-0110407.321810270932
2016-08-0110083.710382691535
2016-09-0110019.856124475114
2016-10-019603.962544622027
2016-11-0110055.228236928051
2016-12-019595.28227162744
2017-01-0110069.550687369117
2017-02-0110460.434230656554
2017-03-0110641.580677712314
2017-04-0110827.664030033746
2017-05-0110883.923049379904
2017-06-0111471.794537938216
2017-07-0111566.192506754338
2017-08-0111385.317318229658
2017-09-0111603.951694280786
2017-10-0111519.861549645735
2017-11-0111682.399661469351
2017-12-0111812.223994444625
2018-01-0111782.711066263031
2018-02-0111493.169710187385
2018-03-0111520.78382865141
2018-04-0111590.334516020528
2018-05-0112241.083732083373
2018-06-0112910.549786790794
2018-07-0113451.547801178345
2018-08-0114065.622863839068
2018-09-0114444.462528346516
2018-10-0112969.52139144776
2018-11-0114200.872367435955
2018-12-0112566.159955730607
2019-01-0113746.894089819123
2019-02-0113969.488840424032
2019-03-0113927.769278343801
2019-04-0113461.041849766176
2019-05-0112804.487701138201
2019-06-0113829.410934973905
2019-07-0113954.189859271073
2019-08-0113620.541866041687
2019-09-0113815.088484532838
2019-10-0114191.32406714191
2019-11-0115204.257673903845
2019-12-0115587.545978321017
2020-01-0115152.61004958606
2020-02-0113867.332877619001
2020-03-0113426.537764612696
2020-04-0115033.473302735369
2020-05-0115989.117107733038
2020-06-0115420.396471469026
2020-07-0116236.77614660981
2020-08-0116564.456452155417
2020-09-0116436.802187428795
2020-10-0116063.604700367827
2020-11-0117874.743660688127
2020-12-0118492.56209107776
2021-01-0118680.815511647837
2021-02-0117919.013052960516
2021-03-0118198.02957803023
2021-04-0118981.91248114753
2021-05-0118992.979829215627
2021-06-0119327.170339507175
2021-07-0119509.78158263077
2021-08-0119490.088213274306
2021-09-0119223.224070397013
2021-10-0119450.158957499214
2021-11-0118844.00464394605
2021-12-0119832.57923461693
2022-01-0118525.330121632323
2022-02-0117827.110662630337
2022-03-0118884.964682139253
2022-04-0118076.994021461975
2022-05-0118341.9593546217
2022-06-0117857.32886299274
2022-07-0118546.542538762846
2022-08-0117561.060295346288
2022-09-0116594.728904224037
2022-10-0118240.888425940997
2022-11-0119228.323730781332
2022-12-0118914.857372264356
2023-01-0118999.273027136704
2023-02-0118406.193374781637
2023-03-0118447.53317491835
2023-04-0119015.16877705804
2023-05-0117777.416099736336
2023-06-0118189.51206015429
2023-07-0118008.040102861232
2023-08-0118076.668511224678
2023-09-0117806.1695040309
2023-10-0116547.04165446003
2023-11-0117699.23939107885
2023-12-0118710.16568471078
2024-01-0119278.181048793984
2024-02-0119628.050302182004
2024-03-0119455.69263153326
2024-04-0118494.62365591398
2024-05-0118930.64461877326
2024-06-0119489.925458155656
2024-07-0119719.735685687312
2024-08-0120443.616201729543
2024-09-0120314.60564434751
2024-10-0119444.51678005273
2024-11-0119538.751993750204
2024-12-0118696.06024109458
2025-01-0120306.46788841509
2025-02-0120143.767021472824
2025-03-0119432.201642741664
2025-04-0119066.97915649447
2025-05-0118325.521087638204
2025-06-0118740.004123129675
2025-07-0118399.19490467975
2025-08-0119154.487158621137
2025-09-0119553.454206134782
2025-10-0120287.805301476732
2025-11-0122107.950045028916
2025-12-0122035.741024055205
2026-01-0122573.97220142573
2026-02-0123122.077189327603
2026-03-0120892.332063843405
2026-04-0121527.077026572482
Annual Return Matrix
YearAnnual Return
20170.23104497189963036
20180.06382675791117443
20190.24043829087282553
20200.18636776544537592
20210.07246249259239712
2022-0.0462734499379045
2023-0.01082174100100397
2024-0.0007538919672809286
20250.17863018945670128
2026-0.023083589379973346
Total Factor Risk
0.1164802379876508
VTI.US Exposure
-0.028440678431478832
VEA.US Exposure
0.04048984913857177
VWO.US Exposure
0.002349358974524551
QQQ.US Exposure
-0.0305226685958852
VTV.US Exposure
0.3245701200038019
IJR.US Exposure
-0.16130906863962782
QUAL.US Exposure
0.19454710470604072
SHV.US Exposure
0.006111955542677639
TLT.US Exposure
-0.03370311396187905
LQD.US Exposure
0.08348499430657798
HYG.US Exposure
0.03277696666631405
GLD.US Exposure
-0.00828566245178376
USO.US Exposure
0.04153201801665423
VNQ.US Exposure
0.17965533013678517
BTC-USD.CC Exposure
-0.0060332898368545785
CPER.US Exposure
0.006853008086702252
VIX.INDX Exposure
0.058030850843474494
UUP.US Exposure
-0.018871682290747094
TIP.US Exposure
-0.00823009386410439
Idiosyncratic Exposure
0.32499470165023603
Value Score
47.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
98
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
11.6%

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 →6.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →8.17%
Market Cap$501.3M
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
$426
Avg Yield on Cost
4.26%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$426.424.26%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 →
-2.0%
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 →
+4.0%
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 →
6.9% 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 →
0.63
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BlackRock Health Sciences Trust a high-risk investment?

BlackRock Health Sciences Trust (BME.US) has an annualized volatility of 11.6% and experienced a maximum drawdown of 16.6% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, BME.US has generated a Compound Annual Growth Rate (CAGR) of 7.2%. 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.

Run a Full Backtest on BlackRock Health Sciences Trust

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest