Blackrock Investment Quality Municipal Trust, Inc. (BKN)
11.92
-0.01
(-0.08%)
USD |
NYSE |
Nov 22, 16:00
11.92
0.00 (0.00%)
After-Hours: 20:00
BKN Max Drawdown (5Y): 45.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 45.89% |
| September 30, 2024 | 45.89% |
| August 31, 2024 | 45.89% |
| July 31, 2024 | 45.89% |
| June 30, 2024 | 45.89% |
| May 31, 2024 | 45.89% |
| April 30, 2024 | 45.89% |
| March 31, 2024 | 45.89% |
| February 29, 2024 | 45.89% |
| January 31, 2024 | 45.89% |
| December 31, 2023 | 45.89% |
| November 30, 2023 | 45.89% |
| October 31, 2023 | 45.89% |
| September 30, 2023 | 43.24% |
| August 31, 2023 | 41.40% |
| July 31, 2023 | 41.40% |
| June 30, 2023 | 41.40% |
| May 31, 2023 | 41.40% |
| April 30, 2023 | 41.40% |
| March 31, 2023 | 41.40% |
| February 28, 2023 | 41.40% |
| January 31, 2023 | 41.40% |
| December 31, 2022 | 41.40% |
| November 30, 2022 | 41.40% |
| October 31, 2022 | 41.40% |
| Date | Value |
|---|---|
| September 30, 2022 | 32.74% |
| August 31, 2022 | 30.85% |
| July 31, 2022 | 30.85% |
| June 30, 2022 | 30.85% |
| May 31, 2022 | 28.38% |
| April 30, 2022 | 28.38% |
| March 31, 2022 | 27.41% |
| February 28, 2022 | 27.41% |
| January 31, 2022 | 27.41% |
| December 31, 2021 | 27.41% |
| November 30, 2021 | 27.41% |
| October 31, 2021 | 27.41% |
| September 30, 2021 | 27.41% |
| August 31, 2021 | 27.41% |
| July 31, 2021 | 27.41% |
| June 30, 2021 | 27.41% |
| May 31, 2021 | 27.41% |
| April 30, 2021 | 27.41% |
| March 31, 2021 | 27.41% |
| February 28, 2021 | 27.41% |
| January 31, 2021 | 27.41% |
| December 31, 2020 | 27.41% |
| November 30, 2020 | 27.41% |
| October 31, 2020 | 27.41% |
| September 30, 2020 | 27.41% |
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
19.21%
Minimum
Nov 2019
45.89%
Maximum
Oct 2023
33.99%
Average
28.38%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.341 |
| Beta (5Y) | 2.414 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.341 |
| Beta (vs YCharts Benchmark) (5Y) | 2.414 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.43% |
| Historical Sharpe Ratio (5Y) | -0.0851 |
| Historical Sortino (5Y) | -0.1134 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.92% |