BLACKROCK MUNIYIELD QUALITY FUND II, INC. (MQT)
9.85
-0.05
(-0.51%)
USD |
NYSE |
Apr 24, 16:00
9.86
+0.01
(+0.10%)
After-Hours: 20:00
MQT Max Drawdown (5Y): 36.94% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 36.94% |
| February 29, 2024 | 36.94% |
| January 31, 2024 | 36.94% |
| December 31, 2023 | 36.94% |
| November 30, 2023 | 36.94% |
| October 31, 2023 | 36.94% |
| September 30, 2023 | 34.34% |
| August 31, 2023 | 34.15% |
| July 31, 2023 | 34.15% |
| June 30, 2023 | 34.15% |
| May 31, 2023 | 34.15% |
| April 30, 2023 | 34.15% |
| March 31, 2023 | 34.15% |
| February 28, 2023 | 34.15% |
| January 31, 2023 | 34.15% |
| December 31, 2022 | 34.15% |
| November 30, 2022 | 34.15% |
| October 31, 2022 | 34.15% |
| September 30, 2022 | 29.89% |
| August 31, 2022 | 27.03% |
| July 31, 2022 | 27.03% |
| June 30, 2022 | 27.03% |
| May 31, 2022 | 27.03% |
| April 30, 2022 | 27.03% |
| March 31, 2022 | 27.03% |
| Date | Value |
|---|---|
| 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% |
| March 31, 2020 | 27.03% |
| February 29, 2020 | 15.25% |
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
Apr 2019
36.94%
Maximum
Oct 2023
27.34%
Average
27.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.4595 |
| Beta (5Y) | 2.330 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.4595 |
| Beta (vs YCharts Benchmark) (5Y) | 2.330 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.90% |
| Historical Sharpe Ratio (5Y) | -0.0284 |
| Historical Sortino (5Y) | -0.0344 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.89% |