BlackRock NY Municipal Income (BNY)
10.90
+0.09 (+0.83%)
USD |
NYSE |
Jun 29, 16:00
10.90
0.00 (0.00%)
After-Hours: 20:00
BNY Max Drawdown (5Y): 30.83% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 30.83% |
| April 30, 2022 | 28.14% |
| March 31, 2022 | 28.14% |
| February 28, 2022 | 28.14% |
| January 31, 2022 | 28.14% |
| December 31, 2021 | 28.14% |
| November 30, 2021 | 28.14% |
| October 31, 2021 | 28.14% |
| September 30, 2021 | 28.14% |
| August 31, 2021 | 28.14% |
| July 31, 2021 | 28.14% |
| June 30, 2021 | 28.14% |
| May 31, 2021 | 28.14% |
| April 30, 2021 | 28.14% |
| March 31, 2021 | 28.14% |
| February 28, 2021 | 28.14% |
| January 31, 2021 | 28.14% |
| December 31, 2020 | 28.14% |
| November 30, 2020 | 28.14% |
| October 31, 2020 | 28.14% |
| September 30, 2020 | 28.14% |
| August 31, 2020 | 28.14% |
| July 31, 2020 | 28.14% |
| June 30, 2020 | 28.14% |
| May 31, 2020 | 28.14% |
| Date | Value |
|---|---|
| April 30, 2020 | 28.14% |
| March 31, 2020 | 28.14% |
| February 29, 2020 | 21.99% |
| January 31, 2020 | 21.99% |
| December 31, 2019 | 21.99% |
| November 30, 2019 | 21.99% |
| October 31, 2019 | 21.99% |
| September 30, 2019 | 21.99% |
| August 31, 2019 | 21.99% |
| July 31, 2019 | 21.99% |
| June 30, 2019 | 21.99% |
| May 31, 2019 | 21.99% |
| April 30, 2019 | 21.99% |
| March 31, 2019 | 21.99% |
| February 28, 2019 | 21.99% |
| January 31, 2019 | 21.99% |
| December 31, 2018 | 21.99% |
| November 30, 2018 | 21.99% |
| October 31, 2018 | 22.90% |
| September 30, 2018 | 24.63% |
| August 31, 2018 | 24.63% |
| July 31, 2018 | 24.63% |
| June 30, 2018 | 24.63% |
| May 31, 2018 | 24.63% |
| April 30, 2018 | 24.63% |
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
21.99%
Minimum
Nov 2018
30.83%
Maximum
May 2022
25.52%
Average
24.63%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
| BlackRock MuniHoldings NY Qty | 24.82% |
| BlackRock MuniYield NY Quality | 25.92% |
| Nuveen NY Quality Muni Inc | 24.81% |
| Nuveen NY Municipal Value | 19.95% |
| EV NY Municipal Bond | 27.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.350 |
| Beta (5Y) | 2.143 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.48% |
| Historical Sharpe Ratio (5Y) | -0.0015 |
| Historical Sortino (5Y) | -0.0017 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.33% |