ρ +0.60beyond mkt +0.54holdout +0.71stable 100%robust
FRA Blackrock Floating Rate Income Strategies Fund, Inc.
- Last close
- 10.27
- 504-day return
- -5.52%
- Median $/day
- $1.4M
- Relationships shown
- 12
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
FRA vs BGT
Both indexed to 100 at 2026-05-11.
Moves with FRA
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.52beyond mkt +0.44holdout +0.62stable 100%robust
ρ +0.52beyond mkt +0.44holdout +0.53stable 100%robust
ρ +0.53beyond mkt +0.42holdout +0.52stable 100%robust
ρ +0.51beyond mkt +0.41holdout +0.52stable 100%robust
ρ +0.50beyond mkt +0.38holdout +0.64stable 88%robust
Moves against FRA
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.60holdout +0.65stable 75%robust
horizon 10dρ +0.47holdout +0.45stable 75%robust
horizon 10dρ +0.41holdout +0.34stable 75%robust
horizon 10dρ +0.40holdout +0.44stable 75%robust
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.55recent -0.39prior +0.16beyond mkt +0.01
Δ -0.45recent -0.31prior +0.14beyond mkt +0.03
Δ -0.44recent -0.35prior +0.08beyond mkt -0.08
Δ +0.40recent +0.55prior +0.15beyond mkt +0.03
Δ +0.39recent +0.38prior -0.00beyond mkt -0.02
Δ -0.38recent -0.32prior +0.06beyond mkt -0.01
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.
| Symbol | beyond mkt | raw ρ | shared | isolation |
|---|---|---|---|---|
| YYY Amplify CEF High Income ETF | +0.36 | +0.53 | 16 | |
| BLW Blackrock Limited Duration Income Trust | +0.37 | +0.50 | 17 | |
| BGT BlackRock Floating Rate Income Trust | +0.54 | +0.60 | 21 | |
| JQC Nuveen Credit Strategies Income Fund | +0.44 | +0.52 | 19 | |
| DLY DoubleLine Yield Opportunities Fund | +0.38 | +0.52 | 18 | |
| BGB Blackstone Strategic Credit 2027 Term Fund | +0.37 | +0.49 | 19 |