BlackRock Muniassets Fund Market Value
| XMUAX Fund | USD 11.27 -0.03 -0.27% |
| Symbol | BlackRock |
Note that BlackRock Muniassets' intrinsic value and market price are different measures derived from different inputs. Analysis often considers earnings, revenue quality, fundamentals, technical signals, competition, and analyst coverage. By contrast, market price reflects the level where buyers and sellers transact.
BlackRock Muniassets 'What if' Analysis
Running a what-if backtest on BlackRock Muniassets gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review helps investors decide whether BlackRock Muniassets' historical reward profile was stable enough to support the current thesis.
| 12/11/2025 |
| 03/11/2026 |
If you invested 11.27 in BlackRock Muniassets on December 11, 2025 and closed the position today, you would earn 0.00 in total gains. That corresponds to a 0.0% return on investment in BlackRock Muniassets overall over 90 days.. BlackRock Muniassets is related to or competes with FRANKLIN HIGH, NUVEEN HIGH, STRATEGIC ADVISERS, American Century, VANGUARD HIGH-YIELD, and Nuveen High. Peer context helps frame relative positioning. More
BlackRock Muniassets Upside and Downside Indicators Overview
Upside and downside indicators for BlackRock Muniassets summarize momentum balance and potential range context for the fund. They compare current price to recent trend and sentiment readings.
| Downside Deviation | 0.4554 | |||
| Information Ratio | 0.0237 | |||
| Maximum Drawdown | 1.41 | |||
| Value At Risk | -0.44 | |||
| Potential Upside | 0.2655 |
BlackRock Muniassets Market Risk Indicators Overview
Market risk indicators summarize volatility and return dispersion for BlackRock Muniassets. The metrics rely on historical prices to describe variability over time.| Risk Adjusted Performance | -0.01 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | -0.0027 | |||
| Sortino Ratio | 0.0129 | |||
| Treynor Ratio | -0.20 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BlackRock Muniassets' price to converge to an average value over time is called mean reversion.
BlackRock Muniassets 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 | -0.01 | |||
| Market Risk Adjusted Performance | -0.19 | |||
| Mean Deviation | 0.1591 | |||
| Semi Deviation | 0.3107 | |||
| Downside Deviation | 0.4554 | |||
| Coefficient Of Variation | 7725.09 | |||
| Standard Deviation | 0.2483 | |||
| Variance | 0.0617 | |||
| Information Ratio | 0.0237 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | -0.0027 | |||
| Sortino Ratio | 0.0129 | |||
| Treynor Ratio | -0.20 | |||
| Maximum Drawdown | 1.41 | |||
| Value At Risk | -0.44 | |||
| Potential Upside | 0.2655 | |||
| Downside Variance | 0.2074 | |||
| Semi Variance | 0.0965 | |||
| Expected Short fall | -0.15 | |||
| Skewness | -2.05 | |||
| Kurtosis | 6.07 |
BlackRock Muniassets Backtested Returns
BlackRock Muniassets appears to exhibit a very low volatility profile over the selected 3 months investment horizon. It records an Efficiency (Sharpe) Ratio of close to zero, indicating risk-adjusted returns over the last 3 months. Volatility modeling revealed twenty-seven technical measures impacting risk exposure. Please review metrics such as risk-adjusted performance of -0.01, and mean deviation of 0.1591 to confirm whether our risk estimates align with your expectations. The fund has a beta of 0.0343, which means not very significant fluctuations relative to the market. As returns on the market increase, BlackRock Muniassets' returns are expected to increase less than the market. However, during a bear market, the loss from holding BlackRock Muniassets is expected to be smaller as well.
Auto-correlation | 0.81 |
Very good predictability
BlackRock Muniassets exhibits very good predictability. Autocorrelation measures the degree of predictability between BlackRock Muniassets time series from 11th of December 2025 to 25th of January 2026 and from 25th of January 2026 to 11th of March 2026. The stronger the relationship between the current interval and its lagged values, the more accurately future price behavior of BlackRock Muniassets may be projected. A serial correlation of 0.81 indicates that around 81.0% of current BlackRock Muniassets price fluctuations can be explained by its historical price movements.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |