BlackRock Debt Strategies Fund (DSU)
9.47
+0.13 (+1.39%)
USD |
NYSE |
May 26, 16:00
9.45
-0.02 (-0.21%)
After-Hours: 20:00
DSU Max Drawdown (5Y): 45.38% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 45.38% |
March 31, 2022 | 45.38% |
February 28, 2022 | 45.38% |
January 31, 2022 | 45.38% |
December 31, 2021 | 45.38% |
November 30, 2021 | 45.38% |
October 31, 2021 | 45.38% |
September 30, 2021 | 45.38% |
August 31, 2021 | 45.38% |
July 31, 2021 | 45.38% |
June 30, 2021 | 45.38% |
May 31, 2021 | 45.38% |
April 30, 2021 | 45.38% |
March 31, 2021 | 45.38% |
February 28, 2021 | 45.38% |
January 31, 2021 | 45.38% |
December 31, 2020 | 45.38% |
November 30, 2020 | 45.38% |
October 31, 2020 | 45.38% |
September 30, 2020 | 45.38% |
August 31, 2020 | 45.38% |
July 31, 2020 | 45.38% |
June 30, 2020 | 45.38% |
May 31, 2020 | 45.38% |
April 30, 2020 | 45.38% |
Date | Value |
---|---|
March 31, 2020 | 45.38% |
February 29, 2020 | 16.34% |
January 31, 2020 | 16.34% |
December 31, 2019 | 16.34% |
November 30, 2019 | 16.34% |
October 31, 2019 | 16.34% |
September 30, 2019 | 16.34% |
August 31, 2019 | 16.34% |
July 31, 2019 | 16.34% |
June 30, 2019 | 16.34% |
May 31, 2019 | 16.34% |
April 30, 2019 | 16.34% |
March 31, 2019 | 16.34% |
February 28, 2019 | 16.34% |
January 31, 2019 | 16.34% |
December 31, 2018 | 16.34% |
November 30, 2018 | 16.34% |
October 31, 2018 | 16.34% |
September 30, 2018 | 16.34% |
August 31, 2018 | 16.34% |
July 31, 2018 | 16.34% |
June 30, 2018 | 16.34% |
May 31, 2018 | 16.34% |
April 30, 2018 | 16.34% |
March 31, 2018 | 16.34% |
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
16.34%
Minimum
May 2017
45.38%
Maximum
Mar 2020
28.92%
Average
16.34%
Median
May 2017
Max Drawdown (5Y) Benchmarks
BlackRock Float Rate Strat | 42.81% |
BlackRock Floating Rate Inc Trust | 41.92% |
Nuveen Floating Rate Income Opps | 44.14% |
Nuveen Senior Income | 42.85% |
Saba Capital Income & Opportunities Fund | 39.68% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.484 |
Beta (5Y) | 0.6895 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.56% |
Historical Sharpe Ratio (5Y) | 0.2671 |
Historical Sortino (5Y) | 0.2323 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.59% |