BlackRock MuniHoldings Quality Fund II Inc (MUE)

10.05 -0.10 (-0.99%) USD  |  NYSE  |  Dec 20, 16:00
10.04 -0.01 (-0.10%) Pre-Market: 20:00
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MUE Max Drawdown (5Y): 37.02% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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 Munivest Fund Inc 35.19%
Blackrock Municipal Income Quality Trust 36.31%
Blackrock Municipal Income Trust 39.93%
BLACKROCK MUNIYIELD QUALITY FUND II, INC. 36.94%
Blackrock Munivest Fund II Inc 40.88%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.478
Beta (5Y) 2.209
Alpha (vs YCharts Benchmark) (5Y) 1.478
Beta (vs YCharts Benchmark) (5Y) 2.209
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 15.45%
Historical Sharpe Ratio (5Y) -0.056
Historical Sortino (5Y) -0.0744
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.69%