Blackrock Investment Quality Municipal Trust, Inc. (BKN)
12.10
+0.09
(+0.75%)
USD |
NYSE |
May 01, 16:00
12.10
0.00 (0.00%)
After-Hours: 20:00
BKN Max Drawdown (5Y): 45.89% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 27.41% |
July 31, 2020 | 27.41% |
June 30, 2020 | 27.41% |
May 31, 2020 | 27.41% |
April 30, 2020 | 27.41% |
March 31, 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
May 2019
45.89%
Maximum
Oct 2023
31.32%
Average
27.41%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.066 |
Beta (5Y) | 2.377 |
Alpha (vs YCharts Benchmark) (5Y) | 1.066 |
Beta (vs YCharts Benchmark) (5Y) | 2.377 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.41% |
Historical Sharpe Ratio (5Y) | -0.0373 |
Historical Sortino (5Y) | -0.0496 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.92% |