Blackstone Secured Lending Fund

10-Year Study

BXSL.US · Financial Services · US · Common Stock

Executive Summary: Blackstone Secured Lending Fund has compounded at 6.4% annually over the last 10 years, with a maximum drawdown of 26.7% and an annualized volatility of 24.5%.

1Y CAGR
-17.7%
3Y CAGR
+8.7%
5Y CAGR
+6.4%
10Y CAGR
+6.4%

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 →
26.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +37.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -26.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.5-6.9-0.83.6————————-6.8%
20253.90.4-1.7-9.58.8-1.12.6-5.0-10.41.44.3-1.8-9.4%
20243.53.57.91.7-0.7-0.30.1-1.7-0.36.34.71.529.0%
202310.15.3-1.13.5-0.79.53.9-2.31.20.03.70.137.8%
2022-14.6-0.1-1.2-1.1-9.3-2.50.21.0-1.72.42.8-4.1-26.0%
2021——————————7.610.719.1%

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 24.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 41.1% of variance. Idiosyncratic stock-specific factors contribute 14.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-10-0110000
2021-11-0110758.605817181982
2021-12-0111905.976224492548
2022-01-0110163.894654554275
2022-02-0110149.87734857266
2022-03-0110031.431113028006
2022-04-019919.885705043534
2022-05-018998.786963905437
2022-06-018770.143138259158
2022-07-018786.101301992076
2022-08-018872.199908348384
2022-09-018725.287759117988
2022-10-018936.30212685662
2022-11-019185.702347898752
2022-12-018807.396824541069
2023-01-019694.04534059358
2023-02-0110206.323961506321
2023-03-0110096.342022265952
2023-04-0110448.661616842332
2023-05-0110379.815079386473
2023-06-0111369.760357980429
2023-07-0111818.583712968704
2023-08-0111548.427096530715
2023-09-0111692.481871849473
2023-10-0111696.740976359271
2023-11-0112124.107070652612
2023-12-0112138.555678356739
2024-01-0112564.573954767231
2024-02-0112999.326091058574
2024-03-0114023.72159473812
2024-04-0114266.867940803839
2024-05-0114167.776370056878
2024-06-0114126.856619133621
2024-07-0114145.348680486291
2024-08-0113910.019678141089
2024-09-0113866.835593174648
2024-10-0114737.957247216755
2024-11-0115424.42785130873
2024-12-0115661.266409682721
2025-01-0116271.989648758657
2025-02-0116339.865757338866
2025-03-0116061.029193735343
2025-04-0114542.254090627273
2025-05-0115822.788904763187
2025-06-0115646.386500256085
2025-07-0116053.427500876083
2025-08-0115249.481090115103
2025-09-0113657.169043318867
2025-10-0113850.985254872361
2025-11-0114453.45984850527
2025-12-0114195.217942151654
2026-01-0113834.00274954848
2026-02-0112874.35641696094
2026-03-0112771.922257864519
2026-04-0113230.180338032724
Annual Return Matrix
YearAnnual Return
2022-0.26025412293174177
20230.37822286427854346
20240.2902083925525867
2025-0.09360982880826729
2026-0.06798328902392703
Total Factor Risk
0.24541066642508838
VTI.US Exposure
0.3921108781457251
VEA.US Exposure
0.011642021440175607
VWO.US Exposure
-0.005779134856525138
QQQ.US Exposure
-0.05870772139163025
VTV.US Exposure
-0.012745829707467304
IJR.US Exposure
-0.026172474224012317
QUAL.US Exposure
-0.019940910557779478
SHV.US Exposure
0.41065848382323866
TLT.US Exposure
-0.0010923329591744006
LQD.US Exposure
0.00037159754116080946
HYG.US Exposure
0.04868091971009316
GLD.US Exposure
0.022358039515484516
USO.US Exposure
0.0018285663453436027
VNQ.US Exposure
0.02148685926535622
BTC-USD.CC Exposure
0.0033342766954912607
CPER.US Exposure
0.020314507769118178
VIX.INDX Exposure
-0.004395036409911896
UUP.US Exposure
0.04512409369263121
TIP.US Exposure
0.0017920158992717808
Idiosyncratic Exposure
0.14913118026341057
Value Score
46.1
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
24.5%

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 →9.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →13.20%
Market Cap$5.5B
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
$415
Avg Yield on Cost
4.15%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$415.134.15%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 →
+1.8%
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 →
-6.8%
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 →
20.1% 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 →
0.44
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Blackstone Secured Lending Fund a high-risk investment?

Blackstone Secured Lending Fund (BXSL.US) has an annualized volatility of 24.5% and experienced a maximum drawdown of 26.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BXSL.US has generated a Compound Annual Growth Rate (CAGR) of 6.4%. It has had a positive return in 40% 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 Blackstone Secured Lending Fund

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

Start a Free Backtest