BlackRock Floating Rate Inc Trust (BGT)
11.13
-0.04 (-0.36%)
USD |
NYSE |
May 25, 16:00
11.19
+0.06 (+0.54%)
Pre-Market: 20:00
BGT Max Drawdown (5Y): 41.92% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 41.92% |
| March 31, 2022 | 41.92% |
| February 28, 2022 | 41.92% |
| January 31, 2022 | 41.92% |
| December 31, 2021 | 41.92% |
| November 30, 2021 | 41.92% |
| October 31, 2021 | 41.92% |
| September 30, 2021 | 41.92% |
| August 31, 2021 | 41.92% |
| July 31, 2021 | 41.92% |
| June 30, 2021 | 41.92% |
| May 31, 2021 | 41.92% |
| April 30, 2021 | 41.92% |
| March 31, 2021 | 41.92% |
| February 28, 2021 | 41.92% |
| January 31, 2021 | 41.92% |
| December 31, 2020 | 41.92% |
| November 30, 2020 | 41.92% |
| October 31, 2020 | 41.92% |
| September 30, 2020 | 41.92% |
| August 31, 2020 | 41.92% |
| July 31, 2020 | 41.92% |
| June 30, 2020 | 41.92% |
| May 31, 2020 | 41.92% |
| April 30, 2020 | 41.92% |
| Date | Value |
|---|---|
| March 31, 2020 | 41.92% |
| February 29, 2020 | 15.96% |
| January 31, 2020 | 15.96% |
| December 31, 2019 | 15.96% |
| November 30, 2019 | 15.96% |
| October 31, 2019 | 15.96% |
| September 30, 2019 | 15.96% |
| August 31, 2019 | 15.96% |
| July 31, 2019 | 15.96% |
| June 30, 2019 | 15.96% |
| May 31, 2019 | 15.96% |
| April 30, 2019 | 15.96% |
| March 31, 2019 | 15.96% |
| February 28, 2019 | 15.96% |
| January 31, 2019 | 15.96% |
| December 31, 2018 | 15.96% |
| November 30, 2018 | 15.48% |
| October 31, 2018 | 15.48% |
| September 30, 2018 | 15.48% |
| August 31, 2018 | 15.48% |
| July 31, 2018 | 15.48% |
| June 30, 2018 | 15.48% |
| May 31, 2018 | 15.48% |
| April 30, 2018 | 15.48% |
| March 31, 2018 | 15.48% |
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
15.48%
Minimum
May 2017
41.92%
Maximum
Mar 2020
27.06%
Average
15.96%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| BlackRock Float Rate Strat | 42.81% |
| EV Senior Floating Rate | 42.01% |
| EV Floating Rate Income | 45.43% |
| EV Senior Income Trust | 40.99% |
| First Trust Senior FR Income II | 40.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8684 |
| Beta (5Y) | 0.5861 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.58% |
| Historical Sharpe Ratio (5Y) | 0.1163 |
| Historical Sortino (5Y) | 0.0999 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.79% |