BlackRock MuniHoldings Quality Fund II Inc (MUE)
9.80
0.00 (0.00%)
USD |
NYSE |
Apr 24, 16:00
MUE Max Drawdown (5Y): 37.02% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 37.02% |
| February 29, 2024 | 37.02% |
| January 31, 2024 | 37.02% |
| December 31, 2023 | 37.02% |
| November 30, 2023 | 37.02% |
| October 31, 2023 | 37.02% |
| September 30, 2023 | 35.42% |
| August 31, 2023 | 33.45% |
| July 31, 2023 | 33.45% |
| June 30, 2023 | 33.45% |
| May 31, 2023 | 33.45% |
| April 30, 2023 | 33.45% |
| March 31, 2023 | 33.45% |
| February 28, 2023 | 33.45% |
| January 31, 2023 | 33.45% |
| December 31, 2022 | 33.45% |
| November 30, 2022 | 33.45% |
| October 31, 2022 | 33.45% |
| September 30, 2022 | 31.26% |
| August 31, 2022 | 28.44% |
| July 31, 2022 | 28.44% |
| June 30, 2022 | 28.44% |
| May 31, 2022 | 27.07% |
| April 30, 2022 | 24.73% |
| March 31, 2022 | 23.87% |
| Date | Value |
|---|---|
| February 28, 2022 | 23.87% |
| January 31, 2022 | 23.87% |
| December 31, 2021 | 23.87% |
| November 30, 2021 | 23.87% |
| October 31, 2021 | 23.87% |
| September 30, 2021 | 23.87% |
| August 31, 2021 | 23.87% |
| July 31, 2021 | 23.87% |
| June 30, 2021 | 23.87% |
| May 31, 2021 | 23.87% |
| April 30, 2021 | 23.87% |
| March 31, 2021 | 23.87% |
| February 28, 2021 | 23.87% |
| January 31, 2021 | 23.87% |
| December 31, 2020 | 23.87% |
| November 30, 2020 | 23.87% |
| October 31, 2020 | 23.87% |
| September 30, 2020 | 23.87% |
| August 31, 2020 | 23.87% |
| July 31, 2020 | 23.87% |
| June 30, 2020 | 23.87% |
| May 31, 2020 | 23.87% |
| April 30, 2020 | 23.87% |
| March 31, 2020 | 23.87% |
| February 29, 2020 | 16.05% |
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
16.05%
Minimum
Apr 2019
37.02%
Maximum
Oct 2023
26.12%
Average
23.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3639 |
| Beta (5Y) | 2.170 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.3639 |
| Beta (vs YCharts Benchmark) (5Y) | 2.170 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.30% |
| Historical Sharpe Ratio (5Y) | -0.0809 |
| Historical Sortino (5Y) | -0.1048 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.69% |