BlackRock Municipal Income II (BLE)
11.90
+0.02 (+0.17%)
USD |
NYAM |
Aug 11, 14:42
BLE Max Drawdown (5Y): 34.96% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 34.96% |
| June 30, 2022 | 34.96% |
| May 31, 2022 | 34.96% |
| April 30, 2022 | 34.96% |
| March 31, 2022 | 34.96% |
| February 28, 2022 | 34.96% |
| January 31, 2022 | 34.96% |
| December 31, 2021 | 34.96% |
| November 30, 2021 | 34.96% |
| October 31, 2021 | 34.96% |
| September 30, 2021 | 34.96% |
| August 31, 2021 | 34.96% |
| July 31, 2021 | 34.96% |
| June 30, 2021 | 34.96% |
| May 31, 2021 | 34.96% |
| April 30, 2021 | 34.96% |
| March 31, 2021 | 34.96% |
| February 28, 2021 | 34.96% |
| January 31, 2021 | 34.96% |
| December 31, 2020 | 34.96% |
| November 30, 2020 | 34.96% |
| October 31, 2020 | 34.96% |
| September 30, 2020 | 34.96% |
| August 31, 2020 | 34.96% |
| July 31, 2020 | 34.96% |
| Date | Value |
|---|---|
| June 30, 2020 | 34.96% |
| May 31, 2020 | 34.96% |
| April 30, 2020 | 34.96% |
| March 31, 2020 | 34.96% |
| February 29, 2020 | 15.78% |
| January 31, 2020 | 15.78% |
| December 31, 2019 | 15.78% |
| November 30, 2019 | 15.78% |
| October 31, 2019 | 15.78% |
| September 30, 2019 | 15.78% |
| August 31, 2019 | 15.78% |
| July 31, 2019 | 15.78% |
| June 30, 2019 | 15.78% |
| May 31, 2019 | 15.78% |
| April 30, 2019 | 15.78% |
| March 31, 2019 | 15.78% |
| February 28, 2019 | 15.78% |
| January 31, 2019 | 15.78% |
| December 31, 2018 | 15.78% |
| November 30, 2018 | 15.78% |
| October 31, 2018 | 18.96% |
| September 30, 2018 | 22.67% |
| August 31, 2018 | 22.67% |
| July 31, 2018 | 22.67% |
| June 30, 2018 | 22.67% |
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
15.78%
Minimum
Nov 2018
34.96%
Maximum
Mar 2020
26.71%
Average
22.67%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| BlackRock Municipal Income | 32.54% |
| BlackRock MuniHoldings Fund | 31.31% |
| BlackRock MuniYield | 30.56% |
| BlackRock MuniVest | 31.01% |
| Western Asset Managed Muni | 34.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.889 |
| Beta (5Y) | 2.588 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.26% |
| Historical Sharpe Ratio (5Y) | -0.0381 |
| Historical Sortino (5Y) | -0.045 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.13% |