Blackrock Municipal Income Quality Trust (BYM)

10.86 0.00 (0.00%) USD  |  NYSE  |  Dec 20, 16:00
10.84 -0.02 (-0.18%) Pre-Market: 20:00
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BYM Max Drawdown (5Y): 36.31% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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 Municipal Income Trust 39.93%
Blackrock Munivest Fund II Inc 40.88%
BLACKROCK MUNIYIELD QUALITY FUND II, INC. 36.94%
BlackRock MuniHoldings Quality Fund II Inc 37.02%
Blackrock Munivest Fund Inc 35.19%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.354
Beta (5Y) 2.447
Alpha (vs YCharts Benchmark) (5Y) 1.354
Beta (vs YCharts Benchmark) (5Y) 2.447
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 17.47%
Historical Sharpe Ratio (5Y) -0.071
Historical Sortino (5Y) -0.1008
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.57%