BlackRock MuniYield NY Quality (MYN)
10.60
+0.11 (+1.05%)
USD |
NYSE |
Jun 29, 16:00
10.62
+0.02 (+0.19%)
Pre-Market: 20:00
MYN Max Drawdown (5Y): 25.92% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 25.92% |
| April 30, 2022 | 23.69% |
| March 31, 2022 | 23.69% |
| February 28, 2022 | 23.69% |
| January 31, 2022 | 23.69% |
| December 31, 2021 | 23.69% |
| November 30, 2021 | 23.69% |
| October 31, 2021 | 23.69% |
| September 30, 2021 | 23.69% |
| August 31, 2021 | 23.69% |
| July 31, 2021 | 23.69% |
| June 30, 2021 | 23.69% |
| May 31, 2021 | 23.69% |
| April 30, 2021 | 23.69% |
| March 31, 2021 | 23.69% |
| February 28, 2021 | 23.69% |
| January 31, 2021 | 23.69% |
| December 31, 2020 | 23.69% |
| November 30, 2020 | 23.69% |
| October 31, 2020 | 23.69% |
| September 30, 2020 | 23.69% |
| August 31, 2020 | 23.69% |
| July 31, 2020 | 23.69% |
| June 30, 2020 | 23.69% |
| May 31, 2020 | 23.69% |
| Date | Value |
|---|---|
| April 30, 2020 | 23.69% |
| March 31, 2020 | 23.69% |
| February 29, 2020 | 15.13% |
| January 31, 2020 | 15.13% |
| December 31, 2019 | 15.13% |
| November 30, 2019 | 15.13% |
| October 31, 2019 | 15.13% |
| September 30, 2019 | 15.13% |
| August 31, 2019 | 15.13% |
| July 31, 2019 | 15.13% |
| June 30, 2019 | 15.13% |
| May 31, 2019 | 15.13% |
| April 30, 2019 | 15.13% |
| March 31, 2019 | 15.13% |
| February 28, 2019 | 15.13% |
| January 31, 2019 | 15.13% |
| December 31, 2018 | 16.14% |
| November 30, 2018 | 17.85% |
| October 31, 2018 | 19.48% |
| September 30, 2018 | 22.97% |
| August 31, 2018 | 22.97% |
| July 31, 2018 | 22.97% |
| June 30, 2018 | 22.97% |
| May 31, 2018 | 23.03% |
| April 30, 2018 | 23.03% |
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
15.13%
Minimum
Jan 2019
25.92%
Maximum
May 2022
21.26%
Average
23.03%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
| BlackRock NY Municipal Income | 30.83% |
| BlackRock MuniHoldings NY Qty | 24.82% |
| Nuveen NY Municipal Value | 19.95% |
| Nuveen NY Quality Muni Inc | 24.81% |
| EV NY Municipal Bond | 27.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9726 |
| Beta (5Y) | 2.009 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.76% |
| Historical Sharpe Ratio (5Y) | 0.0967 |
| Historical Sortino (5Y) | 0.0993 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.23% |