Blackrock Muniyield Risk Adjusted Performance
MQY Fund | USD 11.75 0.04 0.34% |
Blackrock |
| = | 0.0207 |
ER[a] | = | Expected return on investing in Blackrock Muniyield |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Blackrock Muniyield Risk Adjusted Performance Peers Comparison
Blackrock Risk Adjusted Performance Relative To Other Indicators
Blackrock Muniyield Quality is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 137.85 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Blackrock Muniyield Quality is roughly 137.85
Risk Adjusted Performance |
Compare Blackrock Muniyield to Peers |
Thematic Opportunities
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Blackrock Muniyield Technical Signals
All Blackrock Muniyield Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0207 | |||
Market Risk Adjusted Performance | 0.0412 | |||
Mean Deviation | 0.4668 | |||
Semi Deviation | 0.4705 | |||
Downside Deviation | 0.5177 | |||
Coefficient Of Variation | 3366.29 | |||
Standard Deviation | 0.5791 | |||
Variance | 0.3354 | |||
Information Ratio | 0.1054 | |||
Jensen Alpha | 0.0196 | |||
Total Risk Alpha | 0.0435 | |||
Sortino Ratio | 0.1179 | |||
Treynor Ratio | 0.0312 | |||
Maximum Drawdown | 2.85 | |||
Value At Risk | (0.79) | |||
Potential Upside | 1.04 | |||
Downside Variance | 0.268 | |||
Semi Variance | 0.2214 | |||
Expected Short fall | (0.57) | |||
Skewness | 0.4612 | |||
Kurtosis | (0.04) |