BLACKROCK MUNIYIELD QUALITY FUND II, INC. (MQT)

9.97 -0.09 (-0.89%) USD  |  NYSE  |  Dec 20, 16:00
9.96 -0.01 (-0.10%) Pre-Market: 20:00
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MQT Max Drawdown (5Y): 36.94% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Blackrock Municipal Income Trust 39.93%
Blackrock Investment Quality Municipal Trust, Inc. 45.89%
Blackrock Municipal Income Quality Trust 36.31%
Blackrock Muniholdings Fund Inc 36.66%
BlackRock MuniHoldings Quality Fund II Inc 37.02%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.029
Beta (5Y) 2.369
Alpha (vs YCharts Benchmark) (5Y) 1.029
Beta (vs YCharts Benchmark) (5Y) 2.370
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 17.09%
Historical Sharpe Ratio (5Y) -0.0868
Historical Sortino (5Y) -0.1097
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.89%