BlackRock MuniHoldings Fund (MHD)
13.16
+0.09 (+0.69%)
USD |
NYSE |
May 26, 12:47
MHD Max Drawdown (5Y): 31.31% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 31.31% |
March 31, 2022 | 31.31% |
February 28, 2022 | 31.31% |
January 31, 2022 | 31.31% |
December 31, 2021 | 31.31% |
November 30, 2021 | 31.31% |
October 31, 2021 | 31.31% |
September 30, 2021 | 31.31% |
August 31, 2021 | 31.31% |
July 31, 2021 | 31.31% |
June 30, 2021 | 31.31% |
May 31, 2021 | 31.31% |
April 30, 2021 | 31.31% |
March 31, 2021 | 31.31% |
February 28, 2021 | 31.31% |
January 31, 2021 | 31.31% |
December 31, 2020 | 31.31% |
November 30, 2020 | 31.31% |
October 31, 2020 | 31.31% |
September 30, 2020 | 31.31% |
August 31, 2020 | 31.31% |
July 31, 2020 | 31.31% |
June 30, 2020 | 31.31% |
May 31, 2020 | 31.31% |
April 30, 2020 | 31.31% |
Date | Value |
---|---|
March 31, 2020 | 31.31% |
February 29, 2020 | 18.10% |
January 31, 2020 | 18.10% |
December 31, 2019 | 18.10% |
November 30, 2019 | 18.10% |
October 31, 2019 | 18.10% |
September 30, 2019 | 18.10% |
August 31, 2019 | 18.10% |
July 31, 2019 | 18.10% |
June 30, 2019 | 18.10% |
May 31, 2019 | 18.10% |
April 30, 2019 | 18.10% |
March 31, 2019 | 18.10% |
February 28, 2019 | 18.10% |
January 31, 2019 | 18.10% |
December 31, 2018 | 18.10% |
November 30, 2018 | 18.10% |
October 31, 2018 | 21.65% |
September 30, 2018 | 22.84% |
August 31, 2018 | 22.84% |
July 31, 2018 | 22.84% |
June 30, 2018 | 24.35% |
May 31, 2018 | 24.35% |
April 30, 2018 | 24.35% |
March 31, 2018 | 24.35% |
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
18.10%
Minimum
Nov 2018
31.31%
Maximum
Mar 2020
25.58%
Average
24.35%
Median
May 2017
Max Drawdown (5Y) Benchmarks
BlackRock Municipal Income II | 34.96% |
BlackRock MuniYield | 30.56% |
BlackRock Municipal Income | 32.54% |
BlackRock MuniVest | 31.01% |
BlackRock MuniYield Qty III | 25.92% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.917 |
Beta (5Y) | 2.272 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.32% |
Historical Sharpe Ratio (5Y) | -0.0146 |
Historical Sortino (5Y) | -0.0161 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.33% |