Blackrock Munivest Fund II Inc (MVT)

10.43 -0.04 (-0.38%) USD  |  NYSE  |  Dec 20, 16:00
10.44 +0.01 (+0.10%) Pre-Market: 20:00
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MVT Max Drawdown (5Y): 40.88% 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 Municipal Income Trust 39.93%
Blackrock Municipal Income Quality Trust 36.31%
Blackrock Municipal Income Trust II 39.53%
Blackrock Investment Quality Municipal Trust, Inc. 45.89%
Blackrock Muniholdings Fund Inc 36.66%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.1103
Beta (5Y) 2.571
Alpha (vs YCharts Benchmark) (5Y) -0.1103
Beta (vs YCharts Benchmark) (5Y) 2.571
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 18.06%
Historical Sharpe Ratio (5Y) -0.1571
Historical Sortino (5Y) -0.2067
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.96%