BlackRock MuniYield Quality (MQY)
12.62
-0.03 (-0.24%)
USD |
NYSE |
May 17, 13:25
MQY Max Drawdown (5Y): 27.71% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 27.71% |
| March 31, 2022 | 27.71% |
| February 28, 2022 | 27.71% |
| January 31, 2022 | 27.71% |
| December 31, 2021 | 27.71% |
| November 30, 2021 | 27.71% |
| October 31, 2021 | 27.71% |
| September 30, 2021 | 27.71% |
| August 31, 2021 | 27.71% |
| July 31, 2021 | 27.71% |
| June 30, 2021 | 27.71% |
| May 31, 2021 | 27.71% |
| April 30, 2021 | 27.71% |
| March 31, 2021 | 27.71% |
| February 28, 2021 | 27.71% |
| January 31, 2021 | 27.71% |
| December 31, 2020 | 27.71% |
| November 30, 2020 | 27.71% |
| October 31, 2020 | 27.71% |
| September 30, 2020 | 27.71% |
| August 31, 2020 | 27.71% |
| July 31, 2020 | 27.71% |
| June 30, 2020 | 27.71% |
| May 31, 2020 | 27.71% |
| April 30, 2020 | 27.71% |
| Date | Value |
|---|---|
| March 31, 2020 | 27.71% |
| February 29, 2020 | 17.03% |
| January 31, 2020 | 17.03% |
| December 31, 2019 | 17.03% |
| November 30, 2019 | 17.03% |
| October 31, 2019 | 17.03% |
| September 30, 2019 | 17.03% |
| August 31, 2019 | 17.03% |
| July 31, 2019 | 17.03% |
| June 30, 2019 | 17.03% |
| May 31, 2019 | 17.03% |
| April 30, 2019 | 17.03% |
| March 31, 2019 | 17.03% |
| February 28, 2019 | 17.03% |
| January 31, 2019 | 17.03% |
| December 31, 2018 | 17.03% |
| November 30, 2018 | 17.03% |
| October 31, 2018 | 17.85% |
| September 30, 2018 | 23.13% |
| August 31, 2018 | 23.13% |
| July 31, 2018 | 23.13% |
| June 30, 2018 | 24.49% |
| May 31, 2018 | 25.46% |
| April 30, 2018 | 25.46% |
| March 31, 2018 | 25.46% |
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
17.03%
Minimum
Nov 2018
27.71%
Maximum
Mar 2020
23.92%
Average
25.46%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| BlackRock MuniYield Qty III | 25.92% |
| BlackRock MuniHoldings Fund | 31.31% |
| BlackRock MuniYield | 30.56% |
| BlackRock Municipal Income II | 34.96% |
| BlackRock Municipal Income | 32.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.071 |
| Beta (5Y) | 2.078 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.65% |
| Historical Sharpe Ratio (5Y) | 0.0879 |
| Historical Sortino (5Y) | 0.1024 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.40% |