Blackrock Municipal Income Trust (BFK)
9.96
+0.02
(+0.20%)
USD |
NYSE |
Apr 26, 15:45
BFK Max Drawdown (5Y): 39.93% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 39.93% |
| February 29, 2024 | 39.93% |
| January 31, 2024 | 39.93% |
| December 31, 2023 | 39.93% |
| November 30, 2023 | 39.93% |
| October 31, 2023 | 39.93% |
| September 30, 2023 | 39.09% |
| August 31, 2023 | 39.09% |
| July 31, 2023 | 39.09% |
| June 30, 2023 | 39.09% |
| May 31, 2023 | 39.09% |
| April 30, 2023 | 39.09% |
| March 31, 2023 | 39.09% |
| February 28, 2023 | 39.09% |
| January 31, 2023 | 39.09% |
| December 31, 2022 | 39.09% |
| November 30, 2022 | 39.09% |
| October 31, 2022 | 39.09% |
| September 30, 2022 | 36.24% |
| August 31, 2022 | 32.54% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Apr 2019
39.93%
Maximum
Oct 2023
31.38%
Average
32.54%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.560 |
| Beta (5Y) | 2.572 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.560 |
| Beta (vs YCharts Benchmark) (5Y) | 2.572 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.59% |
| Historical Sharpe Ratio (5Y) | -0.1397 |
| Historical Sortino (5Y) | -0.1688 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.38% |