Blackrock Municipal Income Quality Trust (BYM)
11.04
0.00 (0.00%)
USD |
NYSE |
Apr 19, 16:00
11.05
0.00 (0.00%)
After-Hours: 20:00
BYM Max Drawdown (5Y): 36.31% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 36.31% |
| February 29, 2024 | 36.31% |
| January 31, 2024 | 36.31% |
| December 31, 2023 | 36.31% |
| November 30, 2023 | 36.31% |
| October 31, 2023 | 36.31% |
| September 30, 2023 | 33.45% |
| August 31, 2023 | 33.45% |
| July 31, 2023 | 33.45% |
| June 30, 2023 | 33.45% |
| May 31, 2023 | 33.45% |
| April 30, 2023 | 33.45% |
| March 31, 2023 | 33.45% |
| February 28, 2023 | 33.45% |
| January 31, 2023 | 33.45% |
| December 31, 2022 | 33.45% |
| November 30, 2022 | 33.45% |
| October 31, 2022 | 33.39% |
| September 30, 2022 | 28.72% |
| August 31, 2022 | 26.38% |
| July 31, 2022 | 26.38% |
| June 30, 2022 | 26.38% |
| May 31, 2022 | 26.38% |
| April 30, 2022 | 24.69% |
| March 31, 2022 | 24.69% |
| Date | Value |
|---|---|
| February 28, 2022 | 24.69% |
| January 31, 2022 | 24.69% |
| December 31, 2021 | 24.69% |
| November 30, 2021 | 24.69% |
| October 31, 2021 | 24.69% |
| September 30, 2021 | 24.69% |
| August 31, 2021 | 24.69% |
| July 31, 2021 | 24.69% |
| June 30, 2021 | 24.69% |
| May 31, 2021 | 24.69% |
| April 30, 2021 | 24.69% |
| March 31, 2021 | 24.69% |
| February 28, 2021 | 24.69% |
| January 31, 2021 | 24.69% |
| December 31, 2020 | 24.69% |
| November 30, 2020 | 24.69% |
| October 31, 2020 | 24.69% |
| September 30, 2020 | 24.69% |
| August 31, 2020 | 24.69% |
| July 31, 2020 | 24.69% |
| June 30, 2020 | 24.69% |
| May 31, 2020 | 24.69% |
| April 30, 2020 | 24.69% |
| March 31, 2020 | 24.69% |
| February 29, 2020 | 15.28% |
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
15.28%
Minimum
Apr 2019
36.31%
Maximum
Oct 2023
26.06%
Average
24.69%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.6641 |
| Beta (5Y) | 2.405 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.6641 |
| Beta (vs YCharts Benchmark) (5Y) | 2.405 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.26% |
| Historical Sharpe Ratio (5Y) | -0.0177 |
| Historical Sortino (5Y) | -0.0241 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.57% |