BlackRock MuniYield Performance

BlackRock MuniYield Investment Quality Fund -- USA Stock  

USD 14.1  0.03  0.21%

Macroaxis gives BlackRock MuniYield performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.3241 which signifies that as returns on market increase, returns on owning BlackRock MuniYield are expected to decrease at a much smaller rate. During bear market, BlackRock MuniYield is likely to outperform the market.. Even though it is essential to pay attention to BlackRock MuniYield historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. BlackRock MuniYield Investment Quality Fund exposes twenty-eight different technical indicators which can help you to evaluate its performance. BlackRock MuniYield has expected return of -0.0475%. Please be advised to confirm BlackRock MuniYield Maximum Drawdown, and the relationship between Information Ratio and Expected Short fall to decide if BlackRock MuniYield past performance will be repeated at some point in the near future.
Investment Horizon     30 Days    Login   to change

BlackRock MuniYield Relative Risk vs. Return Landscape

If you would invest  1,425  in BlackRock MuniYield Investment Quality Fund on November 15, 2017 and sell it today you would lose (15.08)  from holding BlackRock MuniYield Investment Quality Fund or give up 1.06% of portfolio value over 30 days. BlackRock MuniYield Investment Quality Fund is generating negative expected returns assuming volatility of 0.4343% on return distribution over 30 days investment horizon. In other words, 4% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, BlackRock MuniYield Investment Quality Fund is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.09 times less risky than the market. the firm trades about -0.11 of its potential returns per unit of risk. The DOW is currently generating roughly 0.5 of returns per unit of risk over similar time horizon.

BlackRock MuniYield Daily Price Distribution

The median price of BlackRock MuniYield for the period between Wed, Nov 15, 2017 and Fri, Dec 15, 2017 is 14.02 with a coefficient of variation of 0.96. The daily time series for the period is distributed with a sample standard deviation of 0.14, arithmetic mean of 14.0, and mean deviation of 0.11. The Stock received some media coverage during the period.
0 

Risk-Adjusted Performance

Over the last 30 days BlackRock MuniYield Investment Quality Fund has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

BlackRock MuniYield Sharpe Ratio = -0.1093
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Estimated Market Risk

 0.43
  actual daily
 
 96 %
of total potential
  

Expected Return

 -0.05
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.11
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average BlackRock MuniYield is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of BlackRock MuniYield by adding it to a well-diversified portfolio.

Dividends

BlackRock MuniYield Dividends Analysis
Check BlackRock MuniYield dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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