Blackrock Muniyield Pennsylvania Quality Fund (MPA)
12.49
-0.16
(-1.26%)
USD |
NYSE |
Jun 21, 16:00
12.53
+0.04
(+0.32%)
After-Hours: 20:00
MPA Max Drawdown (5Y): 38.09% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 38.09% |
| April 30, 2024 | 38.09% |
| March 31, 2024 | 38.09% |
| February 29, 2024 | 38.09% |
| January 31, 2024 | 38.09% |
| December 31, 2023 | 38.09% |
| November 30, 2023 | 38.09% |
| October 31, 2023 | 38.09% |
| September 30, 2023 | 38.09% |
| August 31, 2023 | 38.09% |
| July 31, 2023 | 38.09% |
| June 30, 2023 | 38.09% |
| May 31, 2023 | 38.09% |
| April 30, 2023 | 38.09% |
| March 31, 2023 | 38.09% |
| February 28, 2023 | 38.09% |
| January 31, 2023 | 38.09% |
| December 31, 2022 | 38.09% |
| November 30, 2022 | 38.09% |
| October 31, 2022 | 38.09% |
| September 30, 2022 | 29.36% |
| August 31, 2022 | 27.29% |
| July 31, 2022 | 27.29% |
| June 30, 2022 | 27.29% |
| May 31, 2022 | 27.29% |
| Date | Value |
|---|---|
| April 30, 2022 | 27.29% |
| March 31, 2022 | 25.90% |
| February 28, 2022 | 25.90% |
| January 31, 2022 | 25.90% |
| December 31, 2021 | 25.90% |
| November 30, 2021 | 25.90% |
| October 31, 2021 | 25.90% |
| September 30, 2021 | 25.90% |
| August 31, 2021 | 25.90% |
| July 31, 2021 | 25.90% |
| June 30, 2021 | 25.90% |
| May 31, 2021 | 25.90% |
| April 30, 2021 | 25.90% |
| March 31, 2021 | 25.90% |
| February 28, 2021 | 25.90% |
| January 31, 2021 | 25.90% |
| December 31, 2020 | 25.90% |
| November 30, 2020 | 25.90% |
| October 31, 2020 | 25.90% |
| September 30, 2020 | 25.90% |
| August 31, 2020 | 25.90% |
| July 31, 2020 | 25.90% |
| June 30, 2020 | 25.90% |
| May 31, 2020 | 25.90% |
| April 30, 2020 | 25.90% |
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
17.14%
Minimum
Jun 2019
38.09%
Maximum
Oct 2022
28.82%
Average
25.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.648 |
| Beta (5Y) | 2.183 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.648 |
| Beta (vs YCharts Benchmark) (5Y) | 2.183 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.98% |
| Historical Sharpe Ratio (5Y) | -0.0537 |
| Historical Sortino (5Y) | -0.0632 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.14% |