Blackrock Municipal Income Trust II (BLE)

10.48 -0.01 (-0.10%) USD  |  NYSE  |  Dec 20, 16:00
10.48 0.00 (0.00%) Pre-Market: 20:00
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BLE Max Drawdown (5Y): 39.53% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Blackrock Muniholdings Fund Inc 36.66%
Blackrock Muniyield Fund Inc 36.99%
BLACKROCK MUNIYIELD QUALITY FUND III, INC. 31.84%
Blackrock Municipal Income Trust 39.93%
Blackrock Municipal Income Quality Trust 36.31%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.9958
Beta (5Y) 2.533
Alpha (vs YCharts Benchmark) (5Y) -0.9958
Beta (vs YCharts Benchmark) (5Y) 2.533
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 18.31%
Historical Sharpe Ratio (5Y) -0.2011
Historical Sortino (5Y) -0.2648
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.21%