BlackRock Enhanced Intl Div Trust (BGY)
5.06
-0.08 (-1.56%)
USD |
NYSE |
Jun 30, 16:00
5.04
-0.02 (-0.40%)
Pre-Market: 20:00
BGY Max Drawdown (5Y): 34.09% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 34.09% |
| May 31, 2022 | 34.09% |
| April 30, 2022 | 34.09% |
| March 31, 2022 | 34.09% |
| February 28, 2022 | 34.09% |
| January 31, 2022 | 34.09% |
| December 31, 2021 | 34.09% |
| November 30, 2021 | 34.09% |
| October 31, 2021 | 34.09% |
| September 30, 2021 | 34.09% |
| August 31, 2021 | 34.09% |
| July 31, 2021 | 34.09% |
| June 30, 2021 | 34.09% |
| May 31, 2021 | 34.09% |
| April 30, 2021 | 34.09% |
| March 31, 2021 | 34.09% |
| February 28, 2021 | 34.09% |
| January 31, 2021 | 34.09% |
| December 31, 2020 | 34.09% |
| November 30, 2020 | 34.09% |
| October 31, 2020 | 34.09% |
| September 30, 2020 | 34.09% |
| August 31, 2020 | 34.09% |
| July 31, 2020 | 34.09% |
| June 30, 2020 | 34.09% |
| Date | Value |
|---|---|
| May 31, 2020 | 34.09% |
| April 30, 2020 | 34.09% |
| March 31, 2020 | 34.09% |
| February 29, 2020 | 25.58% |
| January 31, 2020 | 25.58% |
| December 31, 2019 | 25.58% |
| November 30, 2019 | 25.58% |
| October 31, 2019 | 25.58% |
| September 30, 2019 | 25.58% |
| August 31, 2019 | 25.58% |
| July 31, 2019 | 25.58% |
| June 30, 2019 | 25.58% |
| May 31, 2019 | 25.58% |
| April 30, 2019 | 25.58% |
| March 31, 2019 | 25.58% |
| February 28, 2019 | 25.58% |
| January 31, 2019 | 25.58% |
| December 31, 2018 | 25.58% |
| November 30, 2018 | 25.58% |
| October 31, 2018 | 25.58% |
| September 30, 2018 | 25.58% |
| August 31, 2018 | 25.58% |
| July 31, 2018 | 25.58% |
| June 30, 2018 | 25.58% |
| May 31, 2018 | 25.58% |
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
25.58%
Minimum
Jul 2017
34.09%
Maximum
Mar 2020
29.56%
Average
25.58%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
| BlackRock Enhanced Glbl Div Trust | 36.58% |
| BlackRock Enhanced Cap & Inc | 40.60% |
| EV Tax-Managed Glb B-W Opps | 47.91% |
| EV Enhanced Equity Income | 39.98% |
| Nuveen S&P 500 Dynamic Overwrite | 43.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.612 |
| Beta (5Y) | 0.835 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.11% |
| Historical Sharpe Ratio (5Y) | 0.1914 |
| Historical Sortino (5Y) | 0.2162 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.65% |