Blackrock Municipal Income Trust II (BLE)
10.75
+0.07
(+0.66%)
USD |
NYSE |
Jun 13, 16:00
BLE Max Drawdown (5Y): 39.53% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 39.53% |
April 30, 2024 | 39.53% |
March 31, 2024 | 39.53% |
February 29, 2024 | 39.53% |
January 31, 2024 | 39.53% |
December 31, 2023 | 39.53% |
November 30, 2023 | 39.53% |
October 31, 2023 | 39.53% |
September 30, 2023 | 37.92% |
August 31, 2023 | 37.92% |
July 31, 2023 | 37.92% |
June 30, 2023 | 37.92% |
May 31, 2023 | 37.92% |
April 30, 2023 | 37.92% |
March 31, 2023 | 37.92% |
February 28, 2023 | 37.92% |
January 31, 2023 | 37.92% |
December 31, 2022 | 37.92% |
November 30, 2022 | 37.92% |
October 31, 2022 | 37.92% |
September 30, 2022 | 34.96% |
August 31, 2022 | 34.96% |
July 31, 2022 | 34.96% |
June 30, 2022 | 34.96% |
May 31, 2022 | 34.96% |
Date | Value |
---|---|
April 30, 2022 | 34.96% |
March 31, 2022 | 34.96% |
February 28, 2022 | 34.96% |
January 31, 2022 | 34.96% |
December 31, 2021 | 34.96% |
November 30, 2021 | 34.96% |
October 31, 2021 | 34.96% |
September 30, 2021 | 34.96% |
August 31, 2021 | 34.96% |
July 31, 2021 | 34.96% |
June 30, 2021 | 34.96% |
May 31, 2021 | 34.96% |
April 30, 2021 | 34.96% |
March 31, 2021 | 34.96% |
February 28, 2021 | 34.96% |
January 31, 2021 | 34.96% |
December 31, 2020 | 34.96% |
November 30, 2020 | 34.96% |
October 31, 2020 | 34.96% |
September 30, 2020 | 34.96% |
August 31, 2020 | 34.96% |
July 31, 2020 | 34.96% |
June 30, 2020 | 34.96% |
May 31, 2020 | 34.96% |
April 30, 2020 | 34.96% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
16.52%
Minimum
Jun 2019
39.53%
Maximum
Oct 2023
33.39%
Average
34.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.4499 |
Beta (5Y) | 2.558 |
Alpha (vs YCharts Benchmark) (5Y) | -0.4499 |
Beta (vs YCharts Benchmark) (5Y) | 2.558 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.48% |
Historical Sharpe Ratio (5Y) | -0.1867 |
Historical Sortino (5Y) | -0.2478 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.21% |