BlackRock Energy Opportunities Instl (BACIX)
13.68
+0.11 (+0.81%)
USD |
May 26 2022
BACIX Max Drawdown (5Y): 65.62% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 65.62% |
March 31, 2022 | 65.62% |
February 28, 2022 | 65.62% |
January 31, 2022 | 65.62% |
December 31, 2021 | 65.62% |
November 30, 2021 | 65.62% |
October 31, 2021 | 65.62% |
September 30, 2021 | 65.62% |
August 31, 2021 | 65.62% |
July 31, 2021 | 65.62% |
June 30, 2021 | 65.62% |
May 31, 2021 | 65.62% |
April 30, 2021 | 65.62% |
March 31, 2021 | 65.62% |
February 28, 2021 | 65.62% |
January 31, 2021 | 65.62% |
December 31, 2020 | 65.62% |
November 30, 2020 | 65.62% |
October 31, 2020 | 65.62% |
September 30, 2020 | 65.62% |
August 31, 2020 | 65.62% |
July 31, 2020 | 65.62% |
June 30, 2020 | 65.62% |
May 31, 2020 | 65.62% |
April 30, 2020 | 65.62% |
Date | Value |
---|---|
March 31, 2020 | 65.62% |
February 29, 2020 | 55.05% |
January 31, 2020 | 55.05% |
December 31, 2019 | 55.05% |
November 30, 2019 | 55.05% |
October 31, 2019 | 55.05% |
September 30, 2019 | 55.05% |
August 31, 2019 | 55.05% |
July 31, 2019 | 55.05% |
June 30, 2019 | 55.05% |
May 31, 2019 | 55.05% |
April 30, 2019 | 55.05% |
March 31, 2019 | 55.05% |
February 28, 2019 | 55.05% |
January 31, 2019 | 55.05% |
December 31, 2018 | 55.05% |
November 30, 2018 | 55.05% |
October 31, 2018 | 55.05% |
September 30, 2018 | 55.05% |
August 31, 2018 | 55.05% |
July 31, 2018 | 55.05% |
June 30, 2018 | 55.05% |
May 31, 2018 | 55.05% |
April 30, 2018 | 55.05% |
March 31, 2018 | 55.05% |
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
55.05%
Minimum
May 2017
65.62%
Maximum
Mar 2020
59.63%
Average
55.05%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Invesco Energy Y | 76.21% |
Fidelity AdvisorĀ® Energy I | 72.17% |
Vanguard Energy Index Admiral | 69.49% |
JNL/Mellon Energy Sector I | 69.52% |
Vanguard Energy Adm | 61.12% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.539 |
Beta (5Y) | 1.253 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.97% |
Historical Sharpe Ratio (5Y) | 0.2917 |
Historical Sortino (5Y) | 0.3633 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.89% |