BlackRock Credit Allocation Income Trust

10-Year Study

BTZ.US · Financial Services · US · Common Stock

Executive Summary: BlackRock Credit Allocation Income Trust has compounded at 5.8% annually over the last 10 years, with a maximum drawdown of 32.8% and an annualized volatility of 20.0%.

1Y CAGR
+4.3%
3Y CAGR
+9.6%
5Y CAGR
+1.1%
10Y CAGR
+5.8%

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 →
32.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +33.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -27.1%
% 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.
2026-1.00.5-4.83.0————————-2.4%
20254.11.2-0.4-0.42.12.61.90.41.21.9-0.9-0.613.7%
20246.8-1.30.6-4.65.51.91.92.43.2-3.72.6-4.011.3%
202313.0-4.6-3.22.1-0.1-0.91.9-0.1-3.9-3.99.63.812.8%
2022-9.2-5.1-1.8-7.81.1-4.98.0-5.5-12.24.19.3-4.7-27.1%
20211.5-3.12.71.42.53.9-0.5-0.1-0.61.1-1.62.19.4%
20202.9-4.2-14.312.64.4-1.87.9-0.82.5-2.38.20.213.3%
20197.31.72.82.7-0.33.73.63.2-0.30.10.94.133.6%
2018-2.6-1.60.3-0.5-0.7-1.91.22.5-0.7-3.70.1-3.1-10.3%
20170.62.1-0.12.50.90.50.80.21.4-1.1-0.41.69.4%
2016———1.71.62.52.53.7-1.9-3.1-3.25.99.7%

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 20.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 79.2% of variance. Idiosyncratic stock-specific factors contribute 6.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110172.992332701639
2016-05-0110331.032564285342
2016-06-0110586.95689969922
2016-07-0110852.617487003841
2016-08-0111251.977676165308
2016-09-0111042.995983796096
2016-10-0110704.139645669977
2016-11-0110363.544691134795
2016-12-0110970.66954117913
2017-01-0111038.30171949163
2017-02-0111268.494532051394
2017-03-0111254.23787749709
2017-04-0111529.982439974268
2017-05-0111635.342594363407
2017-06-0111688.19653319888
2017-07-0111785.38519046543
2017-08-0111813.203053010415
2017-09-0111981.674983048491
2017-10-0111855.277570109707
2017-11-0111808.682650346856
2017-12-0112000.79976354817
2018-01-0111685.588608585289
2018-02-0111502.860023992907
2018-03-0111536.589182328706
2018-04-0111479.214840829667
2018-05-0111394.022636785645
2018-06-0111178.95578698472
2018-07-0111315.263313455154
2018-08-0111592.746492341395
2018-09-0111514.508753933622
2018-10-0111088.547733713513
2018-11-0111104.369143035972
2018-12-0110764.121911782604
2019-01-0111553.627623137509
2019-02-0111753.916233461412
2019-03-0112081.47156492863
2019-04-0112410.591651164004
2019-05-0112368.517134064712
2019-06-0112828.728897543335
2019-07-0113292.07017055827
2019-08-0113717.335744214755
2019-09-0113674.044195629118
2019-10-0113688.822435106144
2019-11-0113814.002816558585
2019-12-0114383.921275448996
2020-01-0114795.451779473897
2020-02-0114177.199784411565
2020-03-0112153.971869186502
2020-04-0113682.563416033521
2020-05-0114289.166681155139
2020-06-0114028.200358154982
2020-07-0115141.610306518074
2020-08-0115015.908340142914
2020-09-0115387.624528400302
2020-10-0115034.337674078968
2020-11-0116261.279273953789
2020-12-0116291.705061112367
2021-01-0116535.285220021906
2021-02-0116015.091190430654
2021-03-0116442.61696541892
2021-04-0116672.462054696873
2021-05-0117095.989011944293
2021-06-0117760.31434184676
2021-07-0117671.2971817028
2021-08-0117651.82467792131
2021-09-0117538.640749691396
2021-10-0117729.193108124557
2021-11-0117441.278230783944
2021-12-0117815.0807587322
2022-01-0116169.654189196239
2022-02-0115343.289809969227
2022-03-0115063.89415303302
2022-04-0113887.546290661892
2022-05-0114041.41384286385
2022-06-0113355.355807848116
2022-07-0114421.996974807449
2022-08-0113630.404923761673
2022-09-0111967.592190135092
2022-10-0112464.141036563104
2022-11-0113623.102734843613
2022-12-0112987.29071404976
2023-01-0114672.70546099414
2023-02-0114000.382495609996
2023-03-0113550.776292226647
2023-04-0113833.301458699169
2023-05-0113824.782238294765
2023-06-0113696.298485665107
2023-07-0113959.351148356138
2023-08-0113939.009336370118
2023-09-0113392.388337361128
2023-10-0112866.804596901786
2023-11-0114107.828989690006
2023-12-0114649.23413947181
2024-01-0115651.372637654957
2024-02-0115443.260253490274
2024-03-0115532.79899855695
2024-04-0114824.834396787037
2024-05-0115639.376184432429
2024-06-0115940.330684841005
2024-07-0116243.197663299547
2024-08-0116639.949927847418
2024-09-0117177.35625988838
2024-10-0116540.848792530905
2024-11-0116978.980127614446
2024-12-0116300.050419875863
2025-01-0116964.723473060138
2025-02-0117176.13922840204
2025-03-0117106.072987116855
2025-04-0117040.179425213417
2025-05-0117403.3763930664
2025-06-0117850.200810195245
2025-07-0118186.101500425964
2025-08-0118258.949527965648
2025-09-0118481.144705043727
2025-10-0118824.3475841925
2025-11-0118646.487125545493
2025-12-0118534.867952083732
2026-01-0118354.399568823133
2026-02-0118446.720100144306
2026-03-0117560.025731522855
2026-04-0118081.610654241354
Annual Return Matrix
YearAnnual Return
20170.0938985736925515
2018-0.10304961970300608
20190.33628375759141993
20200.1326330803074991
20210.0935062163171656
2022-0.27099456410356504
20230.1279669071875127
20240.11268959624011954
20250.13710494597506218
2026-0.02445430412637073
Total Factor Risk
0.20027812516497626
VTI.US Exposure
0.7923765690273611
VEA.US Exposure
0.10215666805928389
VWO.US Exposure
-0.032267493100982474
QQQ.US Exposure
-0.20252540844301717
VTV.US Exposure
-0.09996808573821905
IJR.US Exposure
-0.04537420846805714
QUAL.US Exposure
0.10998338290650203
SHV.US Exposure
0.0018913575475501393
TLT.US Exposure
-0.04348146362565283
LQD.US Exposure
0.37856115333656337
HYG.US Exposure
-0.03417464765864037
GLD.US Exposure
-0.0032627316702487823
USO.US Exposure
-0.0017546088096491866
VNQ.US Exposure
0.042119530405803275
BTC-USD.CC Exposure
-0.008208340168166309
CPER.US Exposure
0.013286250277308299
VIX.INDX Exposure
-0.018026616024510524
UUP.US Exposure
-0.01249685497376505
TIP.US Exposure
-0.005314325994161369
Idiosyncratic Exposure
0.06647987311469827
Value Score
46.3
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
20.0%

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 →9.2x
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$939.8M
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
$438
Avg Yield on Cost
4.38%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$438.134.38%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 →
+0.6%
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 →
-1.0%
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 →
3.9% 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 →
0.78
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BlackRock Credit Allocation Income Trust a high-risk investment?

BlackRock Credit Allocation Income Trust (BTZ.US) has an annualized volatility of 20.0% and experienced a maximum drawdown of 32.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BTZ.US has generated a Compound Annual Growth Rate (CAGR) of 5.8%. 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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