(FRA) BlackRock Floating Rate - Ratings and Ratios
Floating,Rate,Bonds,Leveraged,Loans
| Risk via 10d forecast | |
|---|---|
| Volatility | 10.3% |
| Value at Risk 5%th | 16.7% |
| Relative Tail Risk | -1.91% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.41 |
| Alpha | -10.29 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.343 |
| Beta | 0.386 |
| Beta Downside | 0.511 |
| Drawdowns 3y | |
|---|---|
| Max DD | 18.77% |
| Mean DD | 2.60% |
| Median DD | 1.34% |
Description: FRA BlackRock Floating Rate October 25, 2025
BlackRock Floating Rate Income Strategies Closed Fund (NYSE:FRA) is a U.S.-based closed-end fund that invests primarily in senior secured bank loans, positioning itself within the “bank loan” style of floating-rate securities.
Key performance metrics as of the most recent quarter include a 30-day SEC yield of roughly 4.2%, a weighted-average loan spread of about 300 basis points over LIBOR, and a portfolio-wide average credit rating of B+. The fund’s expense ratio sits near 0.80%, and its net asset value (NAV) per share has trended within a 5% band of its market price, indicating modest discount/premium volatility.
The fund’s returns are highly sensitive to Federal Reserve policy because floating-rate loans reset with short-term rates; therefore, the pace of Fed rate hikes or cuts directly influences income generation. Additionally, the health of the leveraged-loan market-driven by corporate issuance volumes and credit-cycle dynamics-acts as a primary sector driver, with energy and industrial borrowers accounting for a sizable share of the portfolio.
For a deeper, data-driven look at FRA’s risk-adjusted performance, you might explore ValueRay’s analytics platform.
FRA Fund Overview
| Market Cap in USD | 452m |
| Style | Bank Loan |
| TER | 1.72% |
| IPO / Inception | 2003-10-31 |
| Return 12m vs S&P 500 | -16.5% |
| Analyst Rating | - |
FRA Dividends
| Dividend Yield | 12.29% |
| Yield on Cost 5y | 19.97% |
| Yield CAGR 5y | 12.65% |
| Payout Consistency | 94.0% |
| Payout Ratio | - |
FRA Growth Ratios
| CAGR 3y | 13.64% |
| CAGR/Max DD Calmar Ratio | 0.73 |
| CAGR/Mean DD Pain Ratio | 5.25 |
| Current Volume | 192.6k |
| Average Volume | 132.6k |
What is the price of FRA shares?
Over the past week, the price has changed by -1.02%, over one month by -2.91%, over three months by -5.32% and over the past year by -3.47%.
Is BlackRock Floating Rate a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of FRA is around 12.96 USD . This means that FRA is currently overvalued and has a potential downside of 7.02%.
Is FRA a buy, sell or hold?
What are the forecasts/targets for the FRA price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 14.3 | 18.2% |
FRA Fundamental Data Overview November 04, 2025
Beta = None
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 452.4m USD (452.4m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 452.4m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 452.4m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 7.44% (E(452.4m)/V(452.4m) * Re(7.44%) + (debt-free company))
Discount Rate = 7.44% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for FRA Fund
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle