Blackrock Munivest Fund Inc (MVF)

7.06 0.00 (0.00%) USD  |  NYSE  |  Dec 20, 16:00
7.065 0.00 (0.00%) Pre-Market: 20:00
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MVF Max Drawdown (5Y): 35.19% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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 MuniHoldings Quality Fund II Inc 37.02%
Blackrock Municipal Income Trust 39.93%
Blackrock Municipal Income Quality Trust 36.31%
Blackrock Investment Quality Municipal Trust, Inc. 45.89%
BLACKROCK MUNIYIELD QUALITY FUND II, INC. 36.94%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.7324
Beta (5Y) 2.165
Alpha (vs YCharts Benchmark) (5Y) 0.7324
Beta (vs YCharts Benchmark) (5Y) 2.165
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 15.88%
Historical Sharpe Ratio (5Y) -0.0985
Historical Sortino (5Y) -0.1162
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.33%