BlackRock Municipal Risk Adjusted Performance

BFK Stock

USD 10.39 0.06 0.57%

BlackRock Municipal risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for BlackRock Municipal Income or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools

BlackRock Municipal Income has current Risk Adjusted Performance of 0.0042.

RAP

(ER[a] - RFR) * STD[b])/STD[b]

RFR

0.0042

ER[a]	=	Expected return on investing in BlackRock Municipal
RFR	=	Risk Free Rate of return. Typically T-Bill Rate
STD[b]	=	Standard Deviation of selected market or benchmark.

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BlackRock Municipal Risk Adjusted Performance Peers Comparison

BlackRock Risk Adjusted Performance Relative To Other Indicators

BlackRock Municipal Income is rated below average in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 708.48 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for BlackRock Municipal Income is roughly 708.48

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BlackRock Municipal Technical Signals

All BlackRock Municipal Technical Indicators

	Cycle Indicators
	Math Operators
	Math Transform
	Momentum Indicators
	Overlap Studies
	Pattern Recognition
	Price Transform
	Statistic Functions
	Volatility Indicators
	Volume Indicators

	Risk Adjusted Performance	0.0042
	Market Risk Adjusted Performance	(0.08)
	Mean Deviation	0.4096
	Semi Deviation	0.5407
	Downside Deviation	0.6039
	Coefficient Of Variation	9358.49
	Standard Deviation	0.5489
	Variance	0.3013
	Information Ratio	(0.22)
	Jensen Alpha	(0.01)
	Total Risk Alpha	(0.09)
	Sortino Ratio	(0.20)
	Treynor Ratio	(0.09)
	Maximum Drawdown	2.98
	Value At Risk	(0.79)
	Potential Upside	0.9662
	Downside Variance	0.3647
	Semi Variance	0.2924
	Expected Short fall	(0.43)
	Skewness	(0.08)
	Kurtosis	0.51

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