Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BKCC (BlackRock Kelso Capital Corporation) | NA | 22.75% | 15.49% | 2.49% | 1.83% | 12.63% | NA | … | … |
Data as of 03/18/2024, Common starting date is 06/27/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BKCC (BlackRock Kelso Capital Corporation) | 06/27/2007 | 03/18/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.55 | 22.75 | 15.49 | 2.49 | 1.83 | 12.63 | NA | … | … | -2.35 | 19.37 | 3.08 | 64.13 | -35.70 | 5.34 | -3.61 | -5.71 | -17.73 | 25.63 | -2.48 | 3.33 | 37.02 | -16.30 | 46.37 | -1.32 | -23.35 | 11.55 |
| Sharpe Ratio | NA | 0.73 | 0.56 | 0.02 | 0.02 | NA | NA | … | … | -0.74 | 0.63 | 0.07 | 2.31 | -0.36 | 0.21 | -0.23 | -0.38 | -0.78 | 1.23 | -0.15 | 0.22 | 1.62 | -0.42 | 1.54 | -0.02 | -0.28 | 0.52 |
| Standard Deviation(%) | NA | 23.43 | 23.93 | 49.83 | 38.02 | NA | NA | … | … | 19.48 | 24.23 | 24.59 | 27.77 | 100.48 | 18.97 | 21.81 | 16.57 | 22.88 | 20.81 | 16.99 | 15.25 | 23.09 | 39.32 | 30.15 | 90.11 | 87.77 | 40.65 |
| Draw Down(%) | NA | 15.80 | 19.63 | 72.80 | 76.30 | NA | NA | … | … | 10.17 | 17.61 | 15.98 | 12.00 | 69.93 | 23.34 | 14.08 | 19.29 | 25.14 | 10.75 | 12.38 | 10.95 | 11.07 | 39.48 | 16.09 | 78.07 | 52.47 | 16.72 |
| Yield(%) | 2.63 | 11.98 | 12.94 | 7.81 | 7.22 | 24.40 | 5.06 | … | … | 2.59 | 10.84 | 12.44 | 15.09 | 9.11 | 12.03 | 11.86 | 10.24 | 9.19 | 10.43 | 9.86 | 10.41 | 12.70 | 9.89 | 15.22 | 7.95 | 11.70 | 6.01 |
Data as of 03/18/2024, Common starting date is 06/27/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BKCC (BlackRock Kelso Capital Corporation) |
-25.79%
Mar 2017 – Mar 2020 |
-16.09%
Mar 2015 – Mar 2020 |
-4.97%
Oct 2010 – Oct 2020 |
2.09%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BKCC (BlackRock Kelso Capital Corporation) |
56.16%
Feb 2009 – Feb 2012 |
35.72%
Feb 2009 – Feb 2014 |
17.14%
Feb 2009 – Feb 2019 |
11.73%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart