BlackRock MuniYield Quality II (MQT)
10.95
0.00 (0.00%)
USD |
NYSE |
May 20, 16:00
10.92
-0.02 (-0.23%)
Pre-Market: 20:00
MQT Max Drawdown (5Y): 27.03% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 27.03% |
| March 31, 2022 | 27.03% |
| February 28, 2022 | 27.03% |
| January 31, 2022 | 27.03% |
| December 31, 2021 | 27.03% |
| November 30, 2021 | 27.03% |
| October 31, 2021 | 27.03% |
| September 30, 2021 | 27.03% |
| August 31, 2021 | 27.03% |
| July 31, 2021 | 27.03% |
| June 30, 2021 | 27.03% |
| May 31, 2021 | 27.03% |
| April 30, 2021 | 27.03% |
| March 31, 2021 | 27.03% |
| February 28, 2021 | 27.03% |
| January 31, 2021 | 27.03% |
| December 31, 2020 | 27.03% |
| November 30, 2020 | 27.03% |
| October 31, 2020 | 27.03% |
| September 30, 2020 | 27.03% |
| August 31, 2020 | 27.03% |
| July 31, 2020 | 27.03% |
| June 30, 2020 | 27.03% |
| May 31, 2020 | 27.03% |
| April 30, 2020 | 27.03% |
| Date | Value |
|---|---|
| March 31, 2020 | 27.03% |
| February 29, 2020 | 15.25% |
| January 31, 2020 | 15.25% |
| December 31, 2019 | 15.25% |
| November 30, 2019 | 15.25% |
| October 31, 2019 | 15.25% |
| September 30, 2019 | 15.25% |
| August 31, 2019 | 15.25% |
| July 31, 2019 | 15.25% |
| June 30, 2019 | 15.25% |
| May 31, 2019 | 15.25% |
| April 30, 2019 | 15.25% |
| March 31, 2019 | 15.25% |
| February 28, 2019 | 15.25% |
| January 31, 2019 | 15.25% |
| December 31, 2018 | 15.25% |
| November 30, 2018 | 15.90% |
| October 31, 2018 | 21.13% |
| September 30, 2018 | 23.64% |
| August 31, 2018 | 23.64% |
| July 31, 2018 | 23.64% |
| June 30, 2018 | 24.61% |
| May 31, 2018 | 25.47% |
| April 30, 2018 | 25.47% |
| March 31, 2018 | 25.47% |
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
15.25%
Minimum
Dec 2018
27.03%
Maximum
Mar 2020
23.25%
Average
25.47%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| BlackRock MuniHoldings Qty II | 24.73% |
| BlackRock Muni Inc Qty Trust | 24.69% |
| BlackRock MuniYield Qty III | 25.92% |
| BlackRock MuniYield Quality | 27.71% |
| MainStay MacKay DefinedTerm Muni Opp | 24.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9971 |
| Beta (5Y) | 2.117 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.34% |
| Historical Sharpe Ratio (5Y) | 0.0998 |
| Historical Sortino (5Y) | 0.1014 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.16% |