Blackrock Muniyield Quality Fund Inc (MQY)

11.75 -0.05 (-0.42%) USD  |  NYSE  |  Dec 23, 12:06
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MQY Max Drawdown (5Y): 35.95% 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 MUNIYIELD QUALITY FUND III, INC. 31.84%
Blackrock Muniholdings Fund Inc 36.66%
Blackrock Muniyield Fund Inc 36.99%
Western Asset Managed Municipals Fd Inc 34.50%
Blackrock Municipal Income Trust II 39.53%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.684
Beta (5Y) 2.335
Alpha (vs YCharts Benchmark) (5Y) 1.684
Beta (vs YCharts Benchmark) (5Y) 2.335
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 17.37%
Historical Sharpe Ratio (5Y) -0.0456
Historical Sortino (5Y) -0.0667
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.53%