Blackrock Income Trust Inc (BKT)
12.25
+0.01
(+0.08%)
USD |
NYSE |
May 26, 16:00
12.24
-0.01
(-0.08%)
Pre-Market: 20:00
BKT Max Drawdown (5Y): 35.00% for April 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2023 | 35.00% |
| March 31, 2023 | 35.00% |
| February 28, 2023 | 35.00% |
| January 31, 2023 | 35.00% |
| December 31, 2022 | 35.00% |
| November 30, 2022 | 35.00% |
| October 31, 2022 | 35.00% |
| September 30, 2022 | 33.09% |
| August 31, 2022 | 29.15% |
| July 31, 2022 | 29.15% |
| June 30, 2022 | 29.15% |
| May 31, 2022 | 26.92% |
| April 30, 2022 | 23.86% |
| March 31, 2022 | 20.87% |
| February 28, 2022 | 19.66% |
| January 31, 2022 | 16.26% |
| December 31, 2021 | 11.27% |
| November 30, 2021 | 10.71% |
| October 31, 2021 | 10.45% |
| September 30, 2021 | 10.45% |
| August 31, 2021 | 10.45% |
| July 31, 2021 | 10.45% |
| June 30, 2021 | 10.45% |
| May 31, 2021 | 10.45% |
| April 30, 2021 | 10.45% |
| Date | Value |
|---|---|
| March 31, 2021 | 10.45% |
| February 28, 2021 | 10.45% |
| January 31, 2021 | 10.45% |
| December 31, 2020 | 10.45% |
| November 30, 2020 | 10.45% |
| October 31, 2020 | 10.45% |
| September 30, 2020 | 10.45% |
| August 31, 2020 | 10.45% |
| July 31, 2020 | 10.45% |
| June 30, 2020 | 10.45% |
| May 31, 2020 | 10.45% |
| April 30, 2020 | 10.45% |
| March 31, 2020 | 10.45% |
| February 29, 2020 | 7.48% |
| January 31, 2020 | 7.48% |
| December 31, 2019 | 7.48% |
| November 30, 2019 | 7.48% |
| October 31, 2019 | 7.48% |
| September 30, 2019 | 7.48% |
| August 31, 2019 | 7.48% |
| July 31, 2019 | 7.48% |
| June 30, 2019 | 7.48% |
| May 31, 2019 | 7.48% |
| April 30, 2019 | 7.48% |
| March 31, 2019 | 7.48% |
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
7.48%
Minimum
Jan 2019
35.00%
Maximum
Oct 2022
14.90%
Average
10.45%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3411 |
| Beta (5Y) | 1.288 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.3411 |
| Beta (vs YCharts Benchmark) (5Y) | 1.288 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.11% |
| Historical Sharpe Ratio (5Y) | -0.0143 |
| Historical Sortino (5Y) | -0.0164 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.84% |