BlackRock Municipal Income (BFK)
11.25
-0.08 (-0.71%)
USD |
NYSE |
Aug 17, 09:59
BFK Max Drawdown (5Y): 32.54% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 32.54% |
| June 30, 2022 | 32.54% |
| May 31, 2022 | 32.54% |
| April 30, 2022 | 32.54% |
| March 31, 2022 | 32.54% |
| February 28, 2022 | 32.54% |
| January 31, 2022 | 32.54% |
| December 31, 2021 | 32.54% |
| November 30, 2021 | 32.54% |
| October 31, 2021 | 32.54% |
| September 30, 2021 | 32.54% |
| August 31, 2021 | 32.54% |
| July 31, 2021 | 32.54% |
| June 30, 2021 | 32.54% |
| May 31, 2021 | 32.54% |
| April 30, 2021 | 32.54% |
| March 31, 2021 | 32.54% |
| February 28, 2021 | 32.54% |
| January 31, 2021 | 32.54% |
| December 31, 2020 | 32.54% |
| November 30, 2020 | 32.54% |
| October 31, 2020 | 32.54% |
| September 30, 2020 | 32.54% |
| August 31, 2020 | 32.54% |
| July 31, 2020 | 32.54% |
| Date | Value |
|---|---|
| June 30, 2020 | 32.54% |
| May 31, 2020 | 32.54% |
| April 30, 2020 | 32.54% |
| March 31, 2020 | 32.54% |
| February 29, 2020 | 14.67% |
| January 31, 2020 | 14.67% |
| December 31, 2019 | 14.67% |
| November 30, 2019 | 14.67% |
| October 31, 2019 | 14.67% |
| September 30, 2019 | 14.67% |
| August 31, 2019 | 14.67% |
| July 31, 2019 | 14.67% |
| June 30, 2019 | 14.67% |
| May 31, 2019 | 14.67% |
| April 30, 2019 | 14.67% |
| March 31, 2019 | 14.67% |
| February 28, 2019 | 14.67% |
| January 31, 2019 | 14.67% |
| December 31, 2018 | 14.88% |
| November 30, 2018 | 15.43% |
| October 31, 2018 | 17.97% |
| September 30, 2018 | 23.27% |
| August 31, 2018 | 23.27% |
| July 31, 2018 | 23.27% |
| June 30, 2018 | 23.27% |
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
14.67%
Minimum
Jan 2019
32.54%
Maximum
Mar 2020
25.44%
Average
23.58%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| BlackRock Municipal Income II | 34.96% |
| BlackRock MuniYield | 30.56% |
| BlackRock MuniHoldings Fund | 31.31% |
| PIMCO Municipal Income II | 36.00% |
| BlackRock MuniVest Fund II | 32.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.419 |
| Beta (5Y) | 2.662 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.29% |
| Historical Sharpe Ratio (5Y) | 0.0078 |
| Historical Sortino (5Y) | 0.0083 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.69% |